-32.1%
BABA vs DASH
-4.2%
-27.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.3% | -3.4% | +2.3% |
| 7D | +4.3% | +17.2% | -12.9% | -0.9% |
| 30D | -5.0% | +3.6% | -8.5% | -6.3% |
| 3M | -18.4% | -1.9% | -16.5% | -18.5% |
| 6M | -20.3% | +15.1% | -35.3% | -25.4% |
| YTD | -27.5% | -12.3% | -15.2% | -26.4% |
| 1Y | -35.3% | -17.2% | -18.1% | -34.0% |
| 3Y | +31.2% | +114.7% | -83.6% | -11.8% |
| 5Y | -32.1% | -4.3% | -27.8% | -47.7% |
| All | -32.1% | -4.2% | -27.9% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling