+6.8%
BABA vs DGX
+423.2%
-416.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -13.8% | +1.6% | -15.3% | -14.2% |
| 30D | -15.1% | +11.2% | -26.3% | -17.6% |
| 3M | -22.7% | +10.4% | -33.1% | -25.0% |
| 6M | -34.7% | +37.1% | -71.8% | -40.7% |
| YTD | -35.0% | +52.1% | -87.1% | -43.1% |
| 1Y | -40.4% | +40.7% | -81.1% | -46.6% |
| 3Y | +21.9% | +107.6% | -85.7% | -5.2% |
| 5Y | -39.9% | +90.6% | -130.5% | -52.9% |
| 10Y | +7.9% | +287.9% | -280.1% | -41.9% |
| All | +6.8% | +423.2% | -416.3% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling