+27.1%
BABA vs DASH
+152.1%
-125.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +1.9% |
| 7D | -4.8% | -10.6% | +5.8% | -3.4% |
| 30D | -11.9% | +2.2% | -14.0% | -12.2% |
| 3M | -9.3% | +32.3% | -41.5% | -12.8% |
| 6M | -14.2% | +19.1% | -33.4% | -16.6% |
| YTD | -22.0% | -6.5% | -15.5% | -21.7% |
| 1Y | -12.7% | -14.9% | +2.2% | -11.1% |
| All | +27.1% | +152.1% | -125.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling