-28.3%
BABA vs DOW
-30.0%
+1.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.6% | -9.5% | +21.1% | +15.2% |
| 30D | +2.3% | +13.1% | -10.8% | -2.4% |
| 3M | -13.7% | +4.8% | -18.5% | -15.7% |
| 6M | -21.9% | -16.7% | -5.3% | -17.7% |
| YTD | -24.6% | +38.9% | -63.5% | -38.9% |
| 1Y | -34.1% | +48.3% | -82.4% | -48.5% |
| 3Y | +36.3% | -24.4% | +60.6% | +46.6% |
| All | -28.3% | -30.0% | +1.7% | -21.4% |
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