-40.4%
BABA vs DD
+27.9%
-68.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -13.8% | +5.0% | -18.7% | -14.5% |
| 30D | -15.1% | +19.7% | -34.8% | -18.8% |
| 3M | -22.7% | +7.2% | -29.9% | -24.0% |
| 6M | -34.7% | +1.0% | -35.7% | -34.4% |
| YTD | -35.0% | +29.1% | -64.1% | -39.7% |
| 1Y | -40.4% | +28.5% | -68.9% | -44.6% |
| All | -40.4% | +27.9% | -68.3% | -44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling