+28.2%
BABA vs DG
+145.3%
-117.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | -4.8% | +8.4% | -13.2% | -5.9% |
| 30D | -11.9% | +4.9% | -16.8% | -12.6% |
| 3M | -9.3% | +29.3% | -38.6% | -13.0% |
| 6M | -14.2% | -11.3% | -3.0% | -13.0% |
| YTD | -22.0% | +1.8% | -23.8% | -22.7% |
| 1Y | -12.7% | +25.3% | -38.0% | -16.6% |
| 3Y | +26.7% | +9.1% | +17.6% | +20.1% |
| 5Y | -29.3% | -34.9% | +5.5% | -25.6% |
| 10Y | +21.2% | +108.2% | -86.9% | -4.4% |
| All | +28.2% | +145.3% | -117.1% | -10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling