-37.5%
BABA vs DTE
+4.8%
-42.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.4% |
| 7D | +2.4% | +3.5% | -1.2% | +3.2% |
| 30D | -7.8% | +9.5% | -17.3% | -5.6% |
| 3M | -22.4% | +2.5% | -24.9% | -21.9% |
| 6M | -26.0% | +0.6% | -26.5% | -27.3% |
| YTD | -29.3% | +10.5% | -39.8% | -29.2% |
| 1Y | -37.5% | +3.3% | -40.9% | -41.0% |
| All | -37.5% | +4.8% | -42.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling