+11.7%
BABA vs DGX
+279.7%
-268.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.4% | -7.4% | -7.1% |
| 7D | -12.7% | +1.9% | -14.6% | -13.1% |
| 30D | -14.9% | +12.7% | -27.5% | -17.1% |
| 3M | -24.6% | +9.6% | -34.3% | -26.3% |
| 6M | -29.3% | +37.6% | -66.9% | -34.7% |
| YTD | -35.0% | +52.1% | -87.2% | -41.7% |
| 1Y | -39.7% | +41.3% | -81.0% | -44.9% |
| 3Y | +21.2% | +106.9% | -85.7% | -1.5% |
| 5Y | -39.9% | +90.7% | -130.5% | -50.9% |
| All | +11.7% | +279.7% | -268.0% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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