-32.1%
BABA vs DOCS
-53.1%
+21.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.0% |
| 7D | +4.3% | +1.2% | +3.1% | +4.1% |
| 30D | -5.0% | +21.3% | -26.3% | -7.6% |
| 3M | -18.4% | +58.4% | -76.8% | -24.4% |
| 6M | -20.3% | +39.3% | -59.6% | -25.5% |
| YTD | -27.5% | -21.7% | -5.8% | -26.2% |
| 1Y | -35.3% | -47.3% | +12.0% | -29.8% |
| 3Y | +31.2% | +58.2% | -27.0% | +5.4% |
| 5Y | -32.1% | -52.3% | +20.2% | -32.4% |
| All | -32.1% | -53.1% | +21.0% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling