-55.9%
BABA vs DASH
-1.3%
-54.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +11.6% | +0.4% | +11.3% | +11.2% |
| 30D | +2.3% | -6.0% | +8.3% | +3.5% |
| 3M | -13.7% | -15.8% | +2.1% | -10.3% |
| 6M | -21.9% | +7.0% | -28.9% | -25.0% |
| YTD | -24.6% | -20.7% | -4.0% | -21.8% |
| 1Y | -34.1% | -8.5% | -25.6% | -34.7% |
| 3Y | +36.3% | +101.8% | -65.5% | 0.0% |
| 5Y | -26.7% | -9.6% | -17.2% | -43.5% |
| All | -55.9% | -1.3% | -54.6% | -66.3% |
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