+23.9%
BABA vs DE
+888.1%
-864.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.9% |
| 7D | +11.6% | -0.6% | +12.2% | +11.8% |
| 30D | +2.3% | +2.3% | 0.0% | +1.4% |
| 3M | -13.7% | +9.5% | -23.2% | -16.6% |
| 6M | -21.9% | +14.1% | -36.0% | -26.0% |
| YTD | -24.6% | +45.4% | -70.1% | -34.4% |
| 1Y | -34.1% | +42.9% | -77.0% | -42.5% |
| 3Y | +36.3% | +84.8% | -48.6% | +8.2% |
| 5Y | -26.7% | +101.8% | -128.5% | -44.9% |
| 10Y | +19.2% | +788.0% | -768.8% | -47.4% |
| All | +23.9% | +888.1% | -864.2% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling