-29.9%
BABA vs DTE
+35.6%
-65.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -0.2% | +0.9% | -1.1% | -0.3% |
| 30D | -12.3% | -1.9% | -10.4% | -12.1% |
| 3M | -5.3% | -3.3% | -2.0% | -5.3% |
| 6M | -13.1% | -7.1% | -5.9% | -12.5% |
| YTD | -22.4% | +8.1% | -30.5% | -24.0% |
| 1Y | -19.5% | +5.3% | -24.7% | -20.8% |
| 3Y | +32.9% | +48.2% | -15.2% | +23.7% |
| 5Y | -29.9% | +33.2% | -63.1% | -37.0% |
| All | -29.9% | +35.6% | -65.5% | -37.0% |
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 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