-37.5%
BABA vs DT
-8.6%
-28.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.5% |
| 7D | +2.4% | -7.5% | +9.9% | +2.4% |
| 30D | -7.8% | -31.5% | +23.7% | -7.5% |
| 3M | -22.4% | -14.0% | -8.4% | -22.1% |
| 6M | -26.0% | +6.9% | -32.8% | -24.5% |
| YTD | -29.3% | +0.3% | -29.6% | -28.1% |
| 1Y | -37.5% | -6.9% | -30.6% | -35.1% |
| All | -37.5% | -8.6% | -28.9% | -35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling