+15.8%
BABA vs DG
+128.5%
-112.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.0% |
| 7D | +3.8% | +0.7% | +3.2% | +3.7% |
| 30D | -5.4% | +7.4% | -12.8% | -6.4% |
| 3M | -17.9% | +8.5% | -26.4% | -19.1% |
| 6M | -24.1% | +21.9% | -45.9% | -26.6% |
| YTD | -27.4% | +4.9% | -32.4% | -28.4% |
| 1Y | -36.1% | +40.4% | -76.5% | -39.8% |
| 3Y | +35.4% | +23.5% | +11.9% | +25.2% |
| 5Y | -30.1% | -32.3% | +2.2% | -26.4% |
| 10Y | +15.8% | +119.3% | -103.5% | -9.1% |
| All | +15.8% | +128.5% | -112.6% | -9.1% |
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