-35.3%
BABA vs DFNS
-99.6%
+64.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -18.3% | +23.3% | +5.1% |
| 7D | +4.3% | -27.7% | +32.0% | +4.7% |
| 30D | -5.0% | -58.0% | +53.0% | -4.0% |
| 3M | -18.4% | -94.0% | +75.6% | -15.9% |
| 6M | -20.3% | -94.6% | +74.3% | -14.5% |
| YTD | -27.5% | -99.4% | +71.9% | -7.1% |
| 1Y | -35.3% | -99.6% | +64.3% | -16.4% |
| All | -35.3% | -99.6% | +64.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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