-31.3%
BABA vs DRI
+72.9%
-104.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -4.8% | +0.6% | -5.3% | -5.0% |
| 30D | -11.9% | +3.8% | -15.7% | -13.2% |
| 3M | -9.3% | +13.0% | -22.3% | -13.7% |
| 6M | -14.2% | +8.3% | -22.6% | -17.5% |
| YTD | -22.0% | +20.6% | -42.7% | -28.4% |
| 1Y | -12.7% | +6.5% | -19.2% | -15.9% |
| 3Y | +26.7% | +53.7% | -27.1% | -1.2% |
| All | -31.3% | +72.9% | -104.2% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling