-56.5%
BABA vs DASH
-1.1%
-55.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.4% | +12.0% | +5.2% |
| 7D | +8.6% | +0.5% | +8.1% | +8.1% |
| 30D | -1.1% | -7.1% | +6.0% | +0.4% |
| 3M | -15.9% | -13.2% | -2.7% | -13.4% |
| 6M | -17.5% | +8.3% | -25.8% | -21.0% |
| YTD | -25.6% | -20.6% | -5.0% | -22.8% |
| 1Y | -33.8% | -24.4% | -9.4% | -31.1% |
| 3Y | +34.6% | +94.5% | -59.9% | 0.0% |
| 5Y | -27.7% | -9.4% | -18.2% | -44.2% |
| All | -56.5% | -1.1% | -55.3% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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