+36.3%
BABA vs D
+79.5%
-43.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +11.6% | +3.0% | +8.7% | +11.2% |
| 30D | +2.3% | +11.5% | -9.2% | +0.7% |
| 3M | -13.7% | +3.7% | -17.4% | -14.1% |
| 6M | -21.9% | +13.5% | -35.4% | -23.7% |
| YTD | -24.6% | +20.7% | -45.4% | -27.4% |
| 1Y | -34.1% | +18.2% | -52.3% | -36.3% |
| 3Y | +36.3% | +73.3% | -37.1% | +19.4% |
| All | +36.3% | +79.5% | -43.3% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling