+19.2%
BABA vs DLR
+352.2%
-333.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.2% |
| 7D | +4.3% | +2.8% | +1.4% | +3.5% |
| 30D | -5.0% | +2.8% | -7.8% | -5.7% |
| 3M | -18.4% | -4.0% | -14.4% | -17.7% |
| 6M | -20.3% | -5.6% | -14.7% | -19.6% |
| YTD | -27.5% | +21.9% | -49.5% | -31.8% |
| 1Y | -35.3% | +13.0% | -48.3% | -38.0% |
| 3Y | +31.2% | +52.2% | -21.1% | +13.6% |
| 5Y | -32.1% | +40.3% | -72.4% | -41.4% |
| 10Y | +14.7% | +186.1% | -171.4% | -22.9% |
| All | +19.2% | +352.2% | -333.0% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling