+15.8%
BABA vs D
+42.1%
-26.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.7% |
| 7D | +3.8% | +0.8% | +3.1% | +3.7% |
| 30D | -5.4% | +10.7% | -16.1% | -6.6% |
| 3M | -17.9% | +2.3% | -20.2% | -18.2% |
| 6M | -24.1% | +12.5% | -36.6% | -25.4% |
| YTD | -27.4% | +20.1% | -47.5% | -29.4% |
| 1Y | -36.1% | +15.6% | -51.6% | -37.5% |
| 3Y | +35.4% | +75.2% | -39.8% | +24.7% |
| 5Y | -30.1% | +14.6% | -44.7% | -33.2% |
| 10Y | +15.8% | +43.8% | -27.9% | +4.3% |
| All | +15.8% | +42.1% | -26.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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