+23.9%
BABA vs DLR
+326.1%
-302.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.0% |
| 3M | -13.7% | -8.9% | -4.8% | -11.8% |
| 6M | -21.9% | -11.6% | -10.3% | -19.9% |
| YTD | -24.6% | +14.9% | -39.5% | -28.1% |
| 1Y | -34.1% | +6.4% | -40.5% | -35.8% |
| 3Y | +36.3% | +47.3% | -11.0% | +18.9% |
| 5Y | -26.7% | +32.8% | -59.5% | -35.9% |
| 10Y | +19.2% | +169.6% | -150.4% | -18.7% |
| All | +23.9% | +326.1% | -302.2% | -28.7% |
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 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