+28.2%
BABA vs DAR
+244.6%
-216.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -4.8% | +1.4% | -6.1% | -5.2% |
| 30D | -11.9% | +12.8% | -24.7% | -14.7% |
| 3M | -9.3% | +7.4% | -16.6% | -11.1% |
| 6M | -14.2% | +22.3% | -36.5% | -19.2% |
| YTD | -22.0% | +81.1% | -103.1% | -33.6% |
| 1Y | -12.7% | +106.5% | -119.2% | -28.6% |
| 3Y | +26.7% | +5.3% | +21.4% | +19.1% |
| 5Y | -29.3% | -11.5% | -17.8% | -31.9% |
| 10Y | +21.2% | +353.3% | -332.1% | -25.9% |
| All | +28.2% | +244.6% | -216.4% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling