-28.3%
BABA vs ONTO
+84.2%
-112.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +11.1% | -9.8% | -0.8% |
| 7D | +11.6% | -14.0% | +25.7% | +14.1% |
| 30D | +2.3% | -43.1% | +45.4% | +13.2% |
| 3M | -13.7% | -35.5% | +21.8% | -8.3% |
| 6M | -21.9% | -41.1% | +19.2% | -17.5% |
| YTD | -24.6% | +9.8% | -34.4% | -32.2% |
| 1Y | -34.1% | +31.5% | -65.6% | -43.4% |
| 3Y | +36.3% | +45.2% | -8.9% | -3.7% |
| All | -28.3% | +84.2% | -112.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 5y: compounded portfolio wealth divided by compounded ONTO 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…
5y analysis · Full analysis span regression · 6 months rolling