-27.4%
BABA vs DT
+103.5%
-130.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | -4.8% | -3.3% | -1.5% | -3.9% |
| 30D | -11.9% | +2.0% | -13.9% | -12.6% |
| 3M | -9.3% | +20.0% | -29.3% | -14.6% |
| 6M | -14.2% | +39.3% | -53.5% | -24.2% |
| YTD | -22.0% | +19.8% | -41.8% | -28.1% |
| 1Y | -12.7% | +4.3% | -17.0% | -15.9% |
| 3Y | +26.7% | +7.7% | +19.0% | +17.6% |
| 5Y | -29.3% | -26.8% | -2.5% | -30.9% |
| All | -27.4% | +103.5% | -130.9% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling