+28.2%
BABA vs DE
+917.9%
-889.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +10.0% | -14.8% | -7.6% |
| 30D | -11.9% | +13.3% | -25.2% | -15.5% |
| 3M | -9.3% | +17.5% | -26.8% | -14.4% |
| 6M | -14.2% | +13.6% | -27.8% | -18.5% |
| YTD | -22.0% | +49.8% | -71.8% | -32.5% |
| 1Y | -12.7% | +47.9% | -60.6% | -24.3% |
| 3Y | +26.7% | +72.5% | -45.9% | +3.1% |
| 5Y | -29.3% | +90.2% | -119.6% | -45.7% |
| 10Y | +21.2% | +865.4% | -844.1% | -47.6% |
| All | +28.2% | +917.9% | -889.7% | -46.3% |
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