+15.8%
BABA vs DAR
+288.2%
-272.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.9% |
| 7D | +3.8% | -2.8% | +6.6% | +4.4% |
| 30D | -5.4% | -12.8% | +7.4% | -2.3% |
| 3M | -17.9% | -11.6% | -6.4% | -15.8% |
| 6M | -24.1% | -16.8% | -7.3% | -21.1% |
| YTD | -27.4% | +45.9% | -73.4% | -35.5% |
| 1Y | -36.1% | +61.5% | -97.5% | -44.8% |
| 3Y | +35.4% | +23.0% | +12.4% | +21.4% |
| 5Y | -30.1% | -35.8% | +5.8% | -27.4% |
| 10Y | +15.8% | +280.4% | -264.5% | -27.2% |
| All | +15.8% | +288.2% | -272.4% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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