-39.5%
BABA vs DT
+76.1%
-115.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.5% | -8.5% | -7.5% |
| 7D | -12.7% | +2.7% | -15.4% | -13.4% |
| 30D | -14.9% | -30.4% | +15.5% | -6.3% |
| 3M | -24.6% | -9.4% | -15.2% | -23.5% |
| 6M | -29.3% | +14.5% | -43.9% | -34.0% |
| YTD | -35.0% | +3.6% | -38.6% | -38.1% |
| 1Y | -39.7% | -3.4% | -36.3% | -41.3% |
| 3Y | +21.2% | -11.1% | +32.3% | +18.2% |
| 5Y | -39.9% | -39.5% | -0.4% | -38.4% |
| All | -39.5% | +76.1% | -115.5% | -54.9% |
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 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