-39.9%
BABA vs DOW
-27.1%
-12.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.9% | -8.9% | -7.7% |
| 7D | -12.7% | +3.7% | -16.3% | -13.8% |
| 30D | -14.9% | +16.3% | -31.2% | -19.5% |
| 3M | -24.6% | +9.7% | -34.3% | -27.5% |
| 6M | -29.3% | -14.1% | -15.3% | -26.2% |
| YTD | -35.0% | +46.6% | -81.6% | -48.3% |
| 1Y | -39.7% | +56.8% | -96.5% | -53.8% |
| 3Y | +21.2% | -20.4% | +41.5% | +28.2% |
| 5Y | -39.9% | -27.4% | -12.5% | -34.2% |
| All | -39.9% | -27.1% | -12.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling