+28.2%
BABA vs DRI
+581.9%
-553.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -4.8% | +0.6% | -5.3% | -4.9% |
| 30D | -11.9% | +3.8% | -15.7% | -12.7% |
| 3M | -9.3% | +13.0% | -22.3% | -11.9% |
| 6M | -14.2% | +8.3% | -22.6% | -16.2% |
| YTD | -22.0% | +20.6% | -42.7% | -25.6% |
| 1Y | -12.7% | +6.5% | -19.2% | -14.6% |
| 3Y | +26.7% | +53.7% | -27.1% | +12.9% |
| 5Y | -29.3% | +72.7% | -102.0% | -39.0% |
| 10Y | +21.2% | +363.2% | -341.9% | -18.8% |
| All | +28.2% | +581.9% | -553.7% | -32.0% |
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