-52.2%
BABA vs DFNS
-99.9%
+47.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | -4.8% | -16.0% | +11.2% | -4.7% |
| 30D | -11.9% | -77.7% | +65.8% | -11.4% |
| 3M | -9.3% | -77.2% | +67.9% | -10.0% |
| 6M | -14.2% | -95.2% | +80.9% | -14.5% |
| YTD | -22.0% | -98.0% | +75.9% | -22.0% |
| 1Y | -12.7% | -98.3% | +85.6% | -12.7% |
| 3Y | +26.7% | -99.9% | +126.5% | +25.0% |
| 5Y | -29.3% | -99.9% | +70.5% | -27.8% |
| All | -52.2% | -99.9% | +47.7% | -49.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling