-19.5%
BABA vs DE
+45.5%
-64.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.2% |
| 30D | -12.3% | +9.6% | -21.9% | -12.9% |
| 3M | -5.3% | +19.0% | -24.3% | -7.7% |
| 6M | -13.1% | +16.1% | -29.1% | -15.4% |
| YTD | -22.4% | +47.0% | -69.5% | -28.2% |
| 1Y | -19.5% | +43.1% | -62.6% | -23.3% |
| All | -19.5% | +45.5% | -64.9% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling