-35.9%
BABA vs DE
+49.1%
-85.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.9% | -6.6% | -3.7% |
| 7D | +3.8% | +3.5% | +0.3% | +3.8% |
| 30D | -5.4% | +11.3% | -16.7% | -5.4% |
| 3M | -17.9% | +11.6% | -29.5% | -18.1% |
| 6M | -24.1% | +20.9% | -44.9% | -25.6% |
| YTD | -27.4% | +49.7% | -77.1% | -29.7% |
| All | -35.9% | +49.1% | -85.0% | -38.1% |
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