+28.2%
BABA vs D
+59.9%
-31.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | -4.8% | +0.4% | -5.2% | -4.8% |
| 30D | -11.9% | -3.6% | -8.3% | -11.5% |
| 3M | -9.3% | -1.0% | -8.3% | -9.2% |
| 6M | -14.2% | +6.3% | -20.5% | -15.2% |
| YTD | -22.0% | +14.7% | -36.7% | -23.8% |
| 1Y | -12.7% | +16.9% | -29.6% | -15.1% |
| 3Y | +26.7% | +56.8% | -30.1% | +17.4% |
| 5Y | -29.3% | +5.2% | -34.5% | -31.8% |
| 10Y | +21.2% | +35.9% | -14.6% | +9.6% |
| All | +28.2% | +59.9% | -31.8% | +9.1% |
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