-38.2%
BABA vs DOW
-11.5%
-26.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.3% |
| 7D | +3.8% | -9.4% | +13.2% | +6.7% |
| 30D | -5.4% | +8.9% | -14.3% | -8.0% |
| 3M | -17.9% | +6.7% | -24.7% | -20.0% |
| 6M | -24.1% | -14.2% | -9.9% | -21.5% |
| YTD | -27.4% | +36.9% | -64.4% | -37.3% |
| 1Y | -36.1% | +45.8% | -81.8% | -46.1% |
| 3Y | +35.4% | -23.9% | +59.3% | +38.6% |
| 5Y | -30.1% | -30.8% | +0.7% | -26.6% |
| All | -38.2% | -11.5% | -26.8% | -43.2% |
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