+16.7%
BABA vs DE
+849.6%
-832.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -0.2% | +0.7% | -0.9% | -0.4% |
| 30D | -12.3% | +9.6% | -21.9% | -15.1% |
| 3M | -5.3% | +19.0% | -24.3% | -11.1% |
| 6M | -13.1% | +16.1% | -29.1% | -18.0% |
| YTD | -22.4% | +47.0% | -69.5% | -32.7% |
| 1Y | -19.5% | +43.1% | -62.6% | -29.7% |
| 3Y | +32.9% | +77.5% | -44.6% | +6.7% |
| 5Y | -29.9% | +96.4% | -126.2% | -47.0% |
| 10Y | +16.7% | +852.9% | -836.2% | -49.0% |
| All | +16.7% | +849.6% | -832.9% | -49.0% |
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