+15.8%
BABA vs DD
+105.4%
-89.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.6% | -6.0% |
| 7D | +3.8% | +9.8% | -6.0% | -0.5% |
| 30D | -5.4% | +19.3% | -24.7% | -12.3% |
| 3M | -17.9% | +9.4% | -27.3% | -21.4% |
| 6M | -24.1% | +4.8% | -28.9% | -26.3% |
| YTD | -27.4% | +30.2% | -57.7% | -36.0% |
| 1Y | -36.1% | +32.2% | -68.3% | -44.0% |
| 3Y | +35.4% | +93.1% | -57.7% | -0.5% |
| 5Y | -30.1% | +68.0% | -98.1% | -46.5% |
| 10Y | +15.8% | +98.5% | -82.6% | -11.1% |
| All | +15.8% | +105.4% | -89.5% | -11.1% |
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