-35.3%
BABA vs DT
-5.1%
-30.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.5% | +5.4% | +4.9% |
| 7D | +4.3% | -25.5% | +29.8% | +4.5% |
| 30D | -5.0% | -22.3% | +17.3% | -4.8% |
| 3M | -18.4% | +2.3% | -20.7% | -18.0% |
| 6M | -20.3% | +20.7% | -41.0% | -18.9% |
| YTD | -27.5% | +7.9% | -35.4% | -26.6% |
| 1Y | -35.3% | -5.7% | -29.6% | -33.9% |
| All | -35.3% | -5.1% | -30.2% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling