+27.1%
BABA vs DOC
+20.8%
+6.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -11.0% |
| 3M | -9.3% | +6.9% | -16.2% | -11.1% |
| 6M | -14.2% | +20.7% | -35.0% | -19.0% |
| YTD | -22.0% | +34.1% | -56.2% | -28.3% |
| 1Y | -12.7% | +22.6% | -35.4% | -18.0% |
| All | +27.1% | +20.8% | +6.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling