-33.8%
BABA vs DOCS
-49.5%
+15.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +2.6% |
| 7D | +8.6% | -1.3% | +9.9% | +8.5% |
| 30D | -1.1% | +19.4% | -20.5% | -0.9% |
| 3M | -15.9% | +53.4% | -69.3% | -15.4% |
| 6M | -17.5% | +28.8% | -46.3% | -17.9% |
| YTD | -25.6% | -25.1% | -0.5% | -30.1% |
| 1Y | -33.8% | -48.1% | +14.3% | -38.7% |
| All | -33.8% | -49.5% | +15.6% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling