+19.3%
BABA vs DTE
+219.1%
-199.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.1% |
| 7D | +3.8% | +1.8% | +2.0% | +3.5% |
| 30D | -5.4% | +9.0% | -14.4% | -6.7% |
| 3M | -17.9% | -0.2% | -17.8% | -18.0% |
| 6M | -24.1% | +0.1% | -24.2% | -24.3% |
| YTD | -27.4% | +10.0% | -37.4% | -29.0% |
| 1Y | -36.1% | +4.7% | -40.7% | -36.9% |
| 3Y | +35.4% | +55.7% | -20.3% | +24.1% |
| 5Y | -30.1% | +45.1% | -75.2% | -35.5% |
| 10Y | +15.8% | +145.1% | -129.3% | -7.7% |
| All | +19.3% | +219.1% | -199.8% | -8.6% |
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