-27.7%
BABA vs DOCN
-34.6%
+6.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.9% | +18.5% | +5.5% |
| 7D | +8.6% | -29.3% | +37.8% | +15.0% |
| 30D | -1.1% | -46.0% | +44.9% | +9.6% |
| 3M | -15.9% | -43.2% | +27.3% | -8.8% |
| 6M | -17.5% | -53.7% | +36.2% | -8.3% |
| YTD | -25.6% | +46.9% | -72.5% | -38.5% |
| 1Y | -33.8% | +54.3% | -88.2% | -46.1% |
| 3Y | +34.6% | +185.5% | -150.9% | -13.7% |
| 5Y | -27.7% | -31.1% | +3.4% | -41.3% |
| All | -27.7% | -34.6% | +6.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling