-35.9%
BABA vs DD
+31.6%
-67.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.9% | -9.6% | -4.7% |
| 7D | +3.8% | +9.8% | -6.0% | +1.7% |
| 30D | -5.4% | +19.3% | -24.7% | -9.3% |
| 3M | -17.9% | +9.4% | -27.3% | -19.6% |
| 6M | -24.1% | +4.8% | -28.9% | -24.5% |
| YTD | -27.4% | +30.2% | -57.7% | -32.4% |
| All | -35.9% | +31.6% | -67.5% | -40.2% |
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