-29.9%
BABA vs DGX
+66.8%
-96.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -12.3% | -1.2% | -11.1% | -12.1% |
| 3M | -5.3% | +19.9% | -25.2% | -8.5% |
| 6M | -13.1% | +19.2% | -32.3% | -16.0% |
| YTD | -22.4% | +37.5% | -59.9% | -27.4% |
| 1Y | -19.5% | +31.3% | -50.8% | -24.1% |
| 3Y | +32.9% | +96.6% | -63.7% | +11.2% |
| 5Y | -29.9% | +64.3% | -94.1% | -49.9% |
| All | -29.9% | +66.8% | -96.7% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling