-32.1%
BABA vs DOC
-22.8%
-9.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +3.8% |
| 7D | +4.3% | +8.7% | -4.4% | +1.4% |
| 30D | -5.0% | +7.6% | -12.6% | -7.4% |
| 3M | -18.4% | -5.3% | -13.1% | -17.0% |
| 6M | -20.3% | +27.6% | -47.9% | -28.1% |
| YTD | -27.5% | +32.4% | -59.9% | -35.8% |
| 1Y | -35.3% | +22.9% | -58.2% | -41.1% |
| 3Y | +31.2% | +43.1% | -11.9% | +7.2% |
| 5Y | -32.1% | -21.4% | -10.7% | -28.3% |
| All | -32.1% | -22.8% | -9.3% | -28.3% |
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