+16.3%
BABA vs DTE
+220.6%
-204.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | +2.4% | +3.5% | -1.2% | +1.8% |
| 30D | -7.8% | +9.5% | -17.3% | -9.1% |
| 3M | -22.4% | +2.5% | -24.9% | -22.7% |
| 6M | -26.0% | +0.6% | -26.5% | -26.3% |
| YTD | -29.3% | +10.5% | -39.8% | -30.8% |
| 1Y | -37.5% | +3.3% | -40.9% | -38.2% |
| 3Y | +31.9% | +56.3% | -24.4% | +20.9% |
| 5Y | -33.4% | +44.9% | -78.4% | -38.6% |
| 10Y | +15.7% | +149.2% | -133.5% | -8.1% |
| All | +16.3% | +220.6% | -204.3% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling