+28.2%
BABA vs DD
+82.0%
-53.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.1% |
| 7D | -4.8% | -3.5% | -1.2% | -3.4% |
| 30D | -11.9% | -10.3% | -1.6% | -8.2% |
| 3M | -9.3% | -7.5% | -1.7% | -6.8% |
| 6M | -14.2% | -8.0% | -6.2% | -12.1% |
| YTD | -22.0% | +10.5% | -32.5% | -25.9% |
| 1Y | -12.7% | +38.3% | -51.0% | -24.4% |
| 3Y | +26.7% | +42.5% | -15.8% | +6.6% |
| 5Y | -29.3% | +60.2% | -89.5% | -43.6% |
| 10Y | +21.2% | +68.9% | -47.6% | -8.6% |
| All | +28.2% | +82.0% | -53.8% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling