-28.3%
BABA vs DE
+99.7%
-128.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +11.6% | -0.6% | +12.2% | +11.8% |
| 30D | +2.3% | +2.3% | 0.0% | +1.6% |
| 3M | -13.7% | +9.5% | -23.2% | -16.2% |
| 6M | -21.9% | +14.1% | -36.0% | -25.5% |
| YTD | -24.6% | +45.4% | -70.1% | -33.8% |
| 1Y | -34.1% | +42.9% | -77.0% | -41.9% |
| 3Y | +36.3% | +84.8% | -48.6% | +9.7% |
| All | -28.3% | +99.7% | -128.0% | -45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling