-32.4%
BABA vs DT
+72.4%
-104.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.1% |
| 7D | +3.8% | -20.2% | +24.1% | +10.1% |
| 30D | -5.4% | -30.8% | +25.4% | +4.3% |
| 3M | -17.9% | -10.2% | -7.7% | -16.4% |
| 6M | -24.1% | +8.0% | -32.1% | -27.8% |
| YTD | -27.4% | +1.5% | -28.9% | -30.5% |
| 1Y | -36.1% | -6.9% | -29.2% | -37.0% |
| 3Y | +35.4% | -10.9% | +46.3% | +31.8% |
| 5Y | -30.1% | -42.2% | +12.1% | -27.5% |
| All | -32.4% | +72.4% | -104.8% | -49.3% |
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