+15.8%
BABA vs DE
+798.9%
-783.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -4.6% |
| 7D | +3.8% | +3.5% | +0.3% | +2.7% |
| 30D | -5.4% | +11.3% | -16.7% | -8.5% |
| 3M | -17.9% | +11.6% | -29.5% | -21.2% |
| 6M | -24.1% | +20.9% | -44.9% | -29.4% |
| YTD | -27.4% | +49.7% | -77.1% | -37.5% |
| 1Y | -36.1% | +49.5% | -85.5% | -45.1% |
| 3Y | +35.4% | +94.7% | -59.3% | +5.3% |
| 5Y | -30.1% | +107.4% | -137.5% | -48.1% |
| 10Y | +15.8% | +793.2% | -777.3% | -42.8% |
| All | +15.8% | +798.9% | -783.0% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling