-60.2%
BABA vs DFNS
-100.0%
+39.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | 0.0% |
| 7D | -13.8% | -6.0% | -7.8% | -13.8% |
| 30D | -15.1% | -71.2% | +56.1% | -14.7% |
| 3M | -22.7% | -94.5% | +71.8% | -21.8% |
| 6M | -34.7% | -96.5% | +61.9% | -34.7% |
| YTD | -35.0% | -99.6% | +64.6% | -34.5% |
| 1Y | -40.4% | -99.7% | +59.3% | -39.9% |
| 3Y | +21.9% | -100.0% | +121.9% | +21.2% |
| 5Y | -39.9% | -100.0% | +60.1% | -38.3% |
| All | -60.2% | -100.0% | +39.8% | -57.9% |
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