+21.9%
BABA vs DD
+88.8%
-66.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -13.8% | +5.0% | -18.7% | -15.4% |
| 30D | -15.1% | +19.7% | -34.8% | -21.2% |
| 3M | -22.7% | +7.2% | -29.9% | -25.2% |
| 6M | -34.7% | +1.0% | -35.7% | -35.4% |
| YTD | -35.0% | +29.1% | -64.1% | -42.7% |
| 1Y | -40.4% | +28.5% | -68.9% | -47.3% |
| 3Y | +21.9% | +89.4% | -67.5% | -14.9% |
| All | +21.9% | +88.8% | -66.9% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling