-39.5%
BABA vs DT
+75.7%
-115.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -13.8% | +3.1% | -16.9% | -14.6% |
| 30D | -15.1% | -29.5% | +14.4% | -6.9% |
| 3M | -22.7% | -11.7% | -11.0% | -20.9% |
| 6M | -34.7% | +29.0% | -63.7% | -40.8% |
| YTD | -35.0% | +3.4% | -38.4% | -38.1% |
| 1Y | -40.4% | -4.2% | -36.2% | -41.8% |
| 3Y | +21.9% | -12.8% | +34.8% | +19.7% |
| 5Y | -39.9% | -39.6% | -0.3% | -38.3% |
| All | -39.5% | +75.7% | -115.1% | -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