+16.7%
BABA vs DTE
+136.5%
-119.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.8% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -17.3% | -0.5% | -16.8% | -17.2% |
| 3M | -7.8% | -6.0% | -1.7% | -7.1% |
| 6M | -16.8% | -7.2% | -9.6% | -16.0% |
| YTD | -24.7% | +7.2% | -31.8% | -25.9% |
| 1Y | -24.9% | +4.1% | -29.0% | -25.9% |
| 3Y | +29.1% | +46.9% | -17.8% | +19.8% |
| 5Y | -30.5% | +32.9% | -63.4% | -34.8% |
| 10Y | +16.7% | +144.5% | -127.8% | -9.4% |
| All | +16.7% | +136.5% | -119.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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