+22.3%
BABA vs DRI
+624.8%
-602.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +2.8% |
| 7D | +8.6% | +3.7% | +4.9% | +7.8% |
| 30D | -1.1% | +13.5% | -14.6% | -3.6% |
| 3M | -15.9% | +10.4% | -26.3% | -17.8% |
| 6M | -17.5% | +19.5% | -37.0% | -21.0% |
| YTD | -25.6% | +28.2% | -53.8% | -30.0% |
| 1Y | -33.8% | +31.0% | -64.8% | -38.1% |
| 3Y | +34.6% | +67.1% | -32.5% | +17.9% |
| 5Y | -27.7% | +74.7% | -102.3% | -37.8% |
| 10Y | +17.7% | +376.2% | -358.5% | -21.3% |
| All | +22.3% | +624.8% | -602.5% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling