+22.3%
BABA vs D
+69.2%
-46.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +8.6% | +6.9% | +1.6% | +7.6% |
| 30D | -1.1% | +12.3% | -13.4% | -2.7% |
| 3M | -15.9% | +3.0% | -19.0% | -16.3% |
| 6M | -17.5% | +12.8% | -30.3% | -19.1% |
| YTD | -25.6% | +22.6% | -48.2% | -28.0% |
| 1Y | -33.8% | +21.7% | -55.5% | -36.0% |
| 3Y | +34.6% | +83.9% | -49.3% | +22.2% |
| 5Y | -27.7% | +14.0% | -41.6% | -30.9% |
| 10Y | +17.7% | +45.6% | -27.9% | +5.2% |
| All | +22.3% | +69.2% | -46.8% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling