+16.3%
BABA vs DG
+154.1%
-137.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +2.4% | +5.2% | -2.9% | +1.5% |
| 30D | -7.8% | +7.9% | -15.7% | -8.9% |
| 3M | -22.4% | +12.7% | -35.1% | -24.0% |
| 6M | -26.0% | +22.4% | -48.4% | -28.7% |
| YTD | -29.3% | +5.4% | -34.7% | -30.3% |
| 1Y | -37.5% | +39.4% | -76.9% | -41.3% |
| 3Y | +31.9% | +24.1% | +7.8% | +21.6% |
| 5Y | -33.4% | -32.2% | -1.3% | -30.4% |
| 10Y | +15.7% | +111.8% | -96.1% | -9.0% |
| All | +16.3% | +154.1% | -137.8% | -19.3% |
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 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