+16.0%
BABA vs DD
+99.0%
-83.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | -3.6% | +3.2% | -6.8% | -5.0% |
| 30D | -8.4% | +20.3% | -28.6% | -15.4% |
| 3M | -20.6% | +8.2% | -28.8% | -23.6% |
| 6M | -25.4% | +3.4% | -28.8% | -27.1% |
| YTD | -30.1% | +30.6% | -60.7% | -38.4% |
| 1Y | -36.3% | +30.6% | -66.9% | -43.9% |
| 3Y | +30.4% | +91.1% | -60.8% | -3.8% |
| 5Y | -35.7% | +68.6% | -104.3% | -50.9% |
| 10Y | +16.0% | +99.9% | -83.9% | -10.0% |
| All | +16.0% | +99.0% | -83.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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