+23.9%
BABA vs DD
+102.6%
-78.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +11.6% | +4.6% | +7.0% | +9.4% |
| 30D | +2.3% | +11.8% | -9.5% | -2.5% |
| 3M | -13.7% | +2.2% | -15.9% | -14.9% |
| 6M | -21.9% | -1.6% | -20.3% | -22.2% |
| YTD | -24.6% | +23.0% | -47.6% | -31.6% |
| 1Y | -34.1% | +26.9% | -61.0% | -41.0% |
| 3Y | +36.3% | +77.9% | -41.6% | +5.0% |
| 5Y | -26.7% | +59.9% | -86.6% | -42.0% |
| 10Y | +19.2% | +90.1% | -70.9% | -14.4% |
| All | +23.9% | +102.6% | -78.8% | -12.7% |
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