-31.3%
BABA vs DOC
-24.5%
-6.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.3% |
| 30D | -11.9% | -4.8% | -7.1% | -10.5% |
| 3M | -9.3% | +6.9% | -16.2% | -11.9% |
| 6M | -14.2% | +20.7% | -35.0% | -20.8% |
| YTD | -22.0% | +34.1% | -56.2% | -31.0% |
| 1Y | -12.7% | +22.6% | -35.4% | -20.2% |
| 3Y | +26.7% | +20.8% | +5.8% | +14.5% |
| All | -31.3% | -24.5% | -6.8% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling