+35.4%
BABA vs DFNS
-100.0%
+135.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.7% |
| 7D | +3.8% | -42.8% | +46.6% | +4.1% |
| 30D | -5.4% | -67.6% | +62.2% | -4.9% |
| 3M | -17.9% | -94.9% | +76.9% | -16.9% |
| 6M | -24.1% | -96.7% | +72.7% | -24.1% |
| YTD | -27.4% | -99.6% | +72.2% | -26.9% |
| 1Y | -36.1% | -99.7% | +63.7% | -35.5% |
| 3Y | +35.4% | -100.0% | +135.3% | +33.8% |
| All | +35.4% | -100.0% | +135.3% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling