-54.4%
BABA vs DASH
+16.3%
-70.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.6% |
| 7D | -4.8% | -10.6% | +5.8% | -1.8% |
| 30D | -11.9% | +2.2% | -14.0% | -12.6% |
| 3M | -9.3% | +32.3% | -41.5% | -16.7% |
| 6M | -14.2% | +19.1% | -33.4% | -19.7% |
| YTD | -22.0% | -6.5% | -15.5% | -22.1% |
| 1Y | -12.7% | -14.9% | +2.2% | -11.3% |
| 3Y | +26.7% | +151.9% | -125.3% | -12.8% |
| 5Y | -29.3% | +9.4% | -38.8% | -47.8% |
| All | -54.4% | +16.3% | -70.7% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling