+15.7%
BABA vs DAR
+269.9%
-254.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.1% |
| 7D | +2.4% | -3.8% | +6.2% | +3.2% |
| 30D | -7.8% | -14.4% | +6.7% | -4.3% |
| 3M | -22.4% | -17.9% | -4.4% | -18.8% |
| 6M | -26.0% | -18.3% | -7.7% | -22.8% |
| YTD | -29.3% | +43.2% | -72.5% | -36.8% |
| 1Y | -37.5% | +57.7% | -95.2% | -45.7% |
| 3Y | +31.9% | +22.7% | +9.2% | +18.3% |
| 5Y | -33.4% | -34.0% | +0.6% | -31.2% |
| 10Y | +15.7% | +279.5% | -263.8% | -26.6% |
| All | +15.7% | +269.9% | -254.2% | -26.6% |
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