-39.8%
BABA vs DAR
-27.0%
-12.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -13.8% | +11.6% | -25.3% | -16.6% |
| 30D | -15.1% | -10.2% | -4.9% | -12.6% |
| 3M | -22.7% | -14.8% | -7.9% | -19.5% |
| 6M | -34.7% | -10.1% | -24.6% | -33.3% |
| YTD | -35.0% | +55.5% | -90.5% | -44.8% |
| 1Y | -40.4% | +61.7% | -102.1% | -50.1% |
| 3Y | +21.9% | +37.2% | -15.2% | +2.7% |
| All | -39.8% | -27.0% | -12.8% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling