-28.3%
BABA vs DKS
+21.0%
-49.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.6% | -2.1% | +13.7% | +12.0% |
| 30D | +2.3% | +7.3% | -5.1% | +0.8% |
| 3M | -13.7% | -28.4% | +14.7% | -9.6% |
| 6M | -21.9% | -36.9% | +15.0% | -16.5% |
| YTD | -24.6% | -27.3% | +2.7% | -22.2% |
| 1Y | -34.1% | -33.2% | -0.9% | -30.8% |
| 3Y | +36.3% | +32.2% | +4.1% | +16.2% |
| All | -28.3% | +21.0% | -49.3% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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