+16.0%
BABA vs DOC
-2.1%
+18.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.7% |
| 7D | -4.8% | -1.5% | -3.3% | -4.4% |
| 30D | -11.9% | -4.8% | -7.1% | -10.9% |
| 3M | -9.3% | +6.9% | -16.2% | -11.1% |
| 6M | -14.2% | +20.7% | -35.0% | -18.8% |
| YTD | -22.0% | +34.1% | -56.2% | -28.1% |
| 1Y | -12.7% | +22.6% | -35.4% | -17.8% |
| 3Y | +26.7% | +20.8% | +5.8% | +18.1% |
| 5Y | -29.3% | -24.9% | -4.5% | -27.7% |
| All | +16.0% | -2.1% | +18.0% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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