-28.3%
BABA vs DLR
+32.6%
-60.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.5% | +1.3% |
| 7D | +11.6% | -3.6% | +15.2% | +12.6% |
| 30D | +2.3% | -3.5% | +5.8% | +3.1% |
| 3M | -13.7% | -8.9% | -4.8% | -11.7% |
| 6M | -21.9% | -11.6% | -10.3% | -19.8% |
| YTD | -24.6% | +14.9% | -39.5% | -28.4% |
| 1Y | -34.1% | +6.4% | -40.5% | -36.0% |
| 3Y | +36.3% | +47.3% | -11.0% | +15.6% |
| All | -28.3% | +32.6% | -60.8% | -44.8% |
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