-23.8%
BABA vs ONON
-20.9%
-2.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -4.8% | -3.0% | -1.8% | -4.1% |
| 30D | -11.9% | -26.7% | +14.8% | -5.6% |
| 3M | -9.3% | -25.3% | +16.0% | -3.6% |
| 6M | -14.2% | -35.3% | +21.0% | -6.3% |
| YTD | -22.0% | -39.8% | +17.7% | -13.3% |
| 1Y | -12.7% | -39.2% | +26.5% | -3.9% |
| 3Y | +26.7% | -4.2% | +30.9% | +12.9% |
| All | -23.8% | -20.9% | -2.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling