-30.1%
BABA vs DTE
+45.4%
-75.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.0% |
| 7D | +3.8% | +1.8% | +2.0% | +3.6% |
| 30D | -5.4% | +9.0% | -14.4% | -6.5% |
| 3M | -17.9% | -0.2% | -17.8% | -17.9% |
| 6M | -24.1% | +0.1% | -24.2% | -24.4% |
| YTD | -27.4% | +10.0% | -37.4% | -29.2% |
| 1Y | -36.1% | +4.7% | -40.7% | -37.1% |
| 3Y | +35.4% | +55.7% | -20.3% | +23.8% |
| 5Y | -30.1% | +45.1% | -75.2% | -39.4% |
| All | -30.1% | +45.4% | -75.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling