+22.3%
BABA vs DD
+100.4%
-78.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.5% | +4.1% |
| 7D | +8.6% | +3.1% | +5.5% | +6.9% |
| 30D | -1.1% | +8.7% | -9.8% | -4.7% |
| 3M | -15.9% | -1.2% | -14.7% | -16.0% |
| 6M | -17.5% | -1.1% | -16.5% | -18.0% |
| YTD | -25.6% | +21.7% | -47.3% | -32.2% |
| 1Y | -33.8% | +24.0% | -57.9% | -40.2% |
| 3Y | +34.6% | +75.6% | -41.0% | +4.2% |
| 5Y | -27.7% | +58.2% | -85.8% | -42.5% |
| 10Y | +17.7% | +88.0% | -70.3% | -15.2% |
| All | +22.3% | +100.4% | -78.1% | -13.4% |
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