-28.3%
BABA vs DG
-34.7%
+6.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.4% | +1.5% |
| 7D | +11.6% | +1.1% | +10.5% | +11.5% |
| 30D | +2.3% | +9.5% | -7.2% | +1.5% |
| 3M | -13.7% | +5.5% | -19.2% | -14.2% |
| 6M | -21.9% | +16.1% | -38.0% | -23.1% |
| YTD | -24.6% | +2.7% | -27.3% | -25.0% |
| 1Y | -34.1% | +42.1% | -76.2% | -36.2% |
| 3Y | +36.3% | +19.3% | +17.0% | +30.5% |
| All | -28.3% | -34.7% | +6.4% | -25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling