-32.7%
BABA vs ONTO
+658.6%
-691.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | 0.0% |
| 7D | -4.8% | -1.0% | -3.7% | -4.6% |
| 30D | -11.9% | -2.9% | -9.0% | -12.3% |
| 3M | -9.3% | -2.5% | -6.8% | -11.9% |
| 6M | -14.2% | +28.2% | -42.5% | -22.6% |
| YTD | -22.0% | +69.8% | -91.8% | -34.4% |
| 1Y | -12.7% | +162.9% | -175.6% | -34.1% |
| 3Y | +26.7% | +95.9% | -69.3% | -8.6% |
| 5Y | -29.3% | +244.5% | -273.8% | -59.0% |
| All | -32.7% | +658.6% | -691.2% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling