-31.3%
BABA vs DLR
+33.9%
-65.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -4.8% | +1.6% | -6.3% | -5.2% |
| 30D | -11.9% | -3.4% | -8.5% | -11.1% |
| 3M | -9.3% | +0.5% | -9.8% | -9.9% |
| 6M | -14.2% | +4.6% | -18.8% | -15.7% |
| YTD | -22.0% | +23.4% | -45.5% | -27.0% |
| 1Y | -12.7% | +19.0% | -31.7% | -17.6% |
| 3Y | +26.7% | +56.5% | -29.9% | +6.6% |
| All | -31.3% | +33.9% | -65.2% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling