+35.4%
BABA vs DRI
+70.6%
-35.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -3.8% |
| 7D | +3.8% | +3.1% | +0.7% | +3.5% |
| 30D | -5.4% | +16.2% | -21.6% | -6.4% |
| 3M | -17.9% | +8.4% | -26.3% | -18.5% |
| 6M | -24.1% | +19.0% | -43.1% | -25.4% |
| YTD | -27.4% | +28.8% | -56.3% | -29.5% |
| 1Y | -36.1% | +33.1% | -69.2% | -38.2% |
| 3Y | +35.4% | +70.8% | -35.4% | +25.6% |
| All | +35.4% | +70.6% | -35.2% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling