-40.5%
BABA vs DOW
-6.9%
-33.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.5% | -2.1% |
| 7D | -3.6% | -0.5% | -3.1% | -3.5% |
| 30D | -8.4% | +15.7% | -24.1% | -12.4% |
| 3M | -20.6% | +5.3% | -25.9% | -22.2% |
| 6M | -25.4% | -14.2% | -11.2% | -22.7% |
| YTD | -30.1% | +43.9% | -74.0% | -40.4% |
| 1Y | -36.3% | +53.1% | -89.3% | -47.0% |
| 3Y | +30.4% | -21.8% | +52.2% | +32.5% |
| 5Y | -35.7% | -28.3% | -7.4% | -33.3% |
| All | -40.5% | -6.9% | -33.6% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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