-53.8%
BABA vs DFNS
-100.0%
+46.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -12.2% | +13.5% | +1.3% |
| 7D | +11.6% | -44.0% | +55.6% | +11.9% |
| 30D | +2.3% | -69.1% | +71.4% | +2.8% |
| 3M | -13.7% | -95.6% | +81.9% | -12.6% |
| 6M | -21.9% | -96.2% | +74.3% | -22.0% |
| YTD | -24.6% | -99.6% | +75.0% | -24.1% |
| 1Y | -34.1% | -99.7% | +65.6% | -33.5% |
| 3Y | +36.3% | -100.0% | +136.2% | +34.9% |
| 5Y | -26.7% | -100.0% | +73.2% | -24.8% |
| All | -53.8% | -100.0% | +46.2% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling