-35.7%
BABA vs DGX
+97.6%
-133.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | +1.2% | -4.8% | -3.7% |
| 30D | -8.4% | +11.2% | -19.6% | -9.7% |
| 3M | -20.6% | +9.3% | -29.9% | -21.7% |
| 6M | -25.4% | +37.4% | -62.7% | -29.3% |
| YTD | -30.1% | +51.6% | -81.7% | -35.3% |
| 1Y | -36.3% | +39.3% | -75.6% | -40.0% |
| 3Y | +30.4% | +106.1% | -75.8% | +9.7% |
| 5Y | -35.7% | +92.2% | -127.9% | -51.0% |
| All | -35.7% | +97.6% | -133.3% | -51.0% |
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