+17.1%
BABA vs DG
+122.0%
-104.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.7% |
| 7D | +11.6% | +1.1% | +10.5% | +11.4% |
| 30D | +2.3% | +9.5% | -7.2% | +0.9% |
| 3M | -13.7% | +5.5% | -19.2% | -14.6% |
| 6M | -21.9% | +16.1% | -38.0% | -24.0% |
| YTD | -24.6% | +2.7% | -27.3% | -25.4% |
| 1Y | -34.1% | +42.1% | -76.2% | -38.0% |
| 3Y | +36.3% | +19.3% | +17.0% | +26.9% |
| 5Y | -26.7% | -35.3% | +8.6% | -22.1% |
| All | +17.1% | +122.0% | -104.9% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling