-29.8%
BABA vs DT
+70.4%
-100.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.4% |
| 7D | +11.6% | -24.7% | +36.3% | +20.3% |
| 30D | +2.3% | -27.4% | +29.7% | +11.3% |
| 3M | -13.7% | -11.1% | -2.6% | -11.8% |
| 6M | -21.9% | +13.7% | -35.6% | -27.0% |
| YTD | -24.6% | +0.2% | -24.9% | -27.5% |
| 1Y | -34.1% | -5.7% | -28.4% | -35.4% |
| 3Y | +36.3% | -8.1% | +44.4% | +31.3% |
| 5Y | -26.7% | -43.1% | +16.3% | -23.6% |
| All | -29.8% | +70.4% | -100.1% | -47.2% |
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