-12.7%
BABA vs DG
+23.4%
-36.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.3% |
| 7D | -4.8% | +8.4% | -13.2% | -4.9% |
| 30D | -11.9% | +4.9% | -16.8% | -11.9% |
| 3M | -9.3% | +29.3% | -38.6% | -10.4% |
| 6M | -14.2% | -11.3% | -3.0% | -13.9% |
| YTD | -22.0% | +1.8% | -23.8% | -21.3% |
| 1Y | -12.7% | +25.3% | -38.0% | -8.2% |
| All | -12.7% | +23.4% | -36.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling