+33.7%
BABA vs DE
+75.8%
-42.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +10.0% | -14.8% | -6.8% |
| 30D | -11.9% | +13.3% | -25.2% | -14.6% |
| 3M | -9.3% | +17.5% | -26.8% | -13.3% |
| 6M | -14.2% | +13.6% | -27.8% | -17.6% |
| YTD | -22.0% | +49.8% | -71.8% | -31.7% |
| 1Y | -12.7% | +47.9% | -60.6% | -23.4% |
| All | +33.7% | +75.8% | -42.0% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling