+22.3%
BABA vs DAR
+168.0%
-145.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.1% | +5.7% | +3.4% |
| 7D | +8.6% | -8.1% | +16.6% | +10.7% |
| 30D | -1.1% | -17.1% | +16.0% | +3.3% |
| 3M | -15.9% | -12.3% | -3.6% | -13.7% |
| 6M | -17.5% | -21.8% | +4.3% | -13.1% |
| YTD | -25.6% | +40.8% | -66.4% | -32.9% |
| 1Y | -33.8% | +57.4% | -91.2% | -42.1% |
| 3Y | +34.6% | +12.1% | +22.5% | +24.3% |
| 5Y | -27.7% | -40.2% | +12.6% | -23.7% |
| 10Y | +17.7% | +280.1% | -262.4% | -24.9% |
| All | +22.3% | +168.0% | -145.7% | -11.1% |
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