-30.1%
BABA vs DRI
+76.5%
-106.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.2% |
| 7D | +3.8% | +3.1% | +0.7% | +2.7% |
| 30D | -5.4% | +16.2% | -21.6% | -10.2% |
| 3M | -17.9% | +8.4% | -26.3% | -20.5% |
| 6M | -24.1% | +19.0% | -43.1% | -29.6% |
| YTD | -27.4% | +28.8% | -56.3% | -35.4% |
| 1Y | -36.1% | +33.1% | -69.2% | -44.1% |
| 3Y | +35.4% | +70.8% | -35.4% | -1.8% |
| 5Y | -30.1% | +74.2% | -104.3% | -55.1% |
| All | -30.1% | +76.5% | -106.6% | -55.1% |
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