+11.7%
BABA vs OVV
+58.9%
-47.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.7% | -0.1% |
| 7D | -13.8% | +8.0% | -21.8% | -14.6% |
| 30D | -15.1% | -2.0% | -13.1% | -15.1% |
| 3M | -22.7% | +5.4% | -28.2% | -23.5% |
| 6M | -34.7% | +14.3% | -48.9% | -36.1% |
| YTD | -35.0% | +69.4% | -104.4% | -39.9% |
| 1Y | -40.4% | +72.4% | -112.8% | -45.1% |
| 3Y | +21.9% | +58.4% | -36.5% | +12.1% |
| 5Y | -39.9% | +106.1% | -146.0% | -47.1% |
| All | +11.7% | +58.9% | -47.1% | -2.1% |
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