+15.8%
BABA vs DLR
+174.9%
-159.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -4.6% |
| 7D | +3.8% | +2.4% | +1.5% | +3.1% |
| 30D | -5.4% | +0.7% | -6.1% | -5.8% |
| 3M | -17.9% | -6.4% | -11.5% | -16.8% |
| 6M | -24.1% | -6.5% | -17.5% | -23.3% |
| YTD | -27.4% | +18.8% | -46.2% | -31.3% |
| 1Y | -36.1% | +9.0% | -45.1% | -38.1% |
| 3Y | +35.4% | +54.5% | -19.1% | +16.9% |
| 5Y | -30.1% | +35.8% | -65.9% | -39.2% |
| 10Y | +15.8% | +177.5% | -161.6% | -20.1% |
| All | +15.8% | +174.9% | -159.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling