+28.2%
BABA vs DGX
+376.1%
-348.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -4.8% | -2.3% | -2.4% | -4.1% |
| 30D | -11.9% | +0.6% | -12.4% | -12.1% |
| 3M | -9.3% | +21.4% | -30.7% | -14.6% |
| 6M | -14.2% | +14.7% | -29.0% | -18.1% |
| YTD | -22.0% | +38.4% | -60.5% | -29.8% |
| 1Y | -12.7% | +34.0% | -46.7% | -21.0% |
| 3Y | +26.7% | +92.7% | -66.0% | +0.5% |
| 5Y | -29.3% | +67.7% | -97.0% | -42.4% |
| 10Y | +21.2% | +248.0% | -226.8% | -32.3% |
| All | +28.2% | +376.1% | -348.0% | -39.7% |
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