-50.0%
BABA vs DOCN
+70.4%
-120.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.9% | +18.5% | +5.4% |
| 7D | +8.6% | -29.3% | +37.8% | +14.7% |
| 30D | -1.1% | -46.0% | +44.9% | +9.1% |
| 3M | -15.9% | -43.2% | +27.3% | -9.1% |
| 6M | -17.5% | -53.7% | +36.2% | -8.7% |
| YTD | -25.6% | +46.9% | -72.5% | -37.5% |
| 1Y | -33.8% | +54.3% | -88.2% | -45.2% |
| 3Y | +34.6% | +185.5% | -150.9% | -9.9% |
| 5Y | -27.7% | -31.1% | +3.4% | -42.2% |
| All | -50.0% | +70.4% | -120.3% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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