-34.9%
BABA vs DT
+73.5%
-108.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.7% |
| 7D | -3.6% | -5.4% | +1.8% | -2.2% |
| 30D | -8.4% | -32.2% | +23.8% | +1.7% |
| 3M | -20.6% | -10.9% | -9.7% | -18.9% |
| 6M | -25.4% | +10.0% | -35.3% | -29.4% |
| YTD | -30.1% | +2.1% | -32.2% | -33.1% |
| 1Y | -36.3% | -5.5% | -30.8% | -37.5% |
| 3Y | +30.4% | -12.4% | +42.8% | +27.8% |
| 5Y | -35.7% | -39.7% | +4.0% | -34.0% |
| All | -34.9% | +73.5% | -108.4% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling