-39.7%
BABA vs DE
+43.3%
-83.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.9% | -5.2% | -7.0% |
| 7D | -12.7% | +2.3% | -15.0% | -12.7% |
| 30D | -14.9% | +4.4% | -19.3% | -14.9% |
| 3M | -24.6% | +9.8% | -34.4% | -24.9% |
| 6M | -29.3% | +15.8% | -45.1% | -30.5% |
| YTD | -35.0% | +47.0% | -82.0% | -37.3% |
| 1Y | -39.7% | +42.8% | -82.5% | -42.1% |
| All | -39.7% | +43.3% | -83.0% | -42.1% |
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