-47.6%
BABA vs DOCN
+171.0%
-218.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.8% |
| 7D | -4.8% | +1.1% | -5.9% | -5.0% |
| 30D | -11.9% | -9.6% | -2.3% | -10.8% |
| 3M | -9.3% | -37.7% | +28.4% | -2.5% |
| 6M | -14.2% | +115.2% | -129.5% | -30.7% |
| YTD | -22.0% | +133.7% | -155.8% | -38.7% |
| 1Y | -12.7% | +250.2% | -262.9% | -37.6% |
| 3Y | +26.7% | +320.3% | -293.6% | -19.5% |
| 5Y | -29.3% | +53.1% | -82.4% | -48.6% |
| All | -47.6% | +171.0% | -218.6% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling