+34.5%
BABA vs DFNS
-100.0%
+134.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -19.6% | +22.3% | +2.7% |
| 7D | +8.6% | -37.4% | +46.0% | +8.8% |
| 30D | -1.1% | -65.8% | +64.7% | -0.6% |
| 3M | -15.9% | -95.0% | +79.1% | -14.9% |
| 6M | -17.5% | -95.8% | +78.3% | -17.6% |
| YTD | -25.6% | -99.5% | +74.0% | -25.1% |
| 1Y | -33.8% | -99.7% | +65.9% | -33.2% |
| All | +34.5% | -100.0% | +134.5% | +32.2% |
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