+6.8%
BABA vs DG
+149.1%
-142.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.1% | -5.0% | -6.7% |
| 7D | -12.7% | -2.5% | -10.2% | -12.4% |
| 30D | -14.9% | +7.7% | -22.6% | -15.9% |
| 3M | -24.6% | +13.1% | -37.8% | -26.2% |
| 6M | -29.3% | +32.0% | -61.4% | -32.7% |
| YTD | -35.0% | +3.3% | -38.4% | -35.8% |
| 1Y | -39.7% | +31.7% | -71.3% | -42.8% |
| 3Y | +21.2% | +21.7% | -0.5% | +12.0% |
| 5Y | -39.9% | -34.7% | -5.1% | -36.7% |
| 10Y | +7.8% | +106.7% | -98.9% | -14.9% |
| All | +6.8% | +149.1% | -142.3% | -25.7% |
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