+14.4%
BABA vs DGX
+249.5%
-235.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -2.9% | -3.5% | +0.5% | -2.1% |
| 30D | -15.1% | -2.7% | -12.4% | -14.6% |
| 3M | -5.0% | +13.9% | -18.9% | -8.2% |
| 6M | -19.9% | +16.0% | -36.0% | -23.1% |
| YTD | -25.3% | +34.9% | -60.2% | -31.1% |
| 1Y | -23.9% | +30.6% | -54.4% | -29.5% |
| 3Y | +28.1% | +93.0% | -64.9% | +5.5% |
| 5Y | -31.4% | +64.4% | -95.8% | -42.0% |
| All | +14.4% | +249.5% | -235.0% | -27.4% |
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