+16.0%
BABA vs OVV
+63.7%
-47.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -4.8% | +0.3% | -5.0% | -4.8% |
| 30D | -11.9% | +11.7% | -23.6% | -13.1% |
| 3M | -9.3% | +9.8% | -19.1% | -10.5% |
| 6M | -14.2% | +26.6% | -40.8% | -17.3% |
| YTD | -22.0% | +67.0% | -89.1% | -27.5% |
| 1Y | -12.7% | +55.9% | -68.6% | -18.3% |
| 3Y | +26.7% | +45.5% | -18.8% | +17.9% |
| 5Y | -29.3% | +157.3% | -186.7% | -38.9% |
| All | +16.0% | +63.7% | -47.7% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 10y: compounded portfolio wealth divided by compounded OVV 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…
10y analysis · Full analysis span regression · 6 months rolling