+16.7%
BABA vs DVA
+186.3%
-169.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -2.2% | +2.0% | -4.2% | -2.5% |
| 30D | -17.3% | -0.4% | -17.0% | -17.3% |
| 3M | -7.8% | -7.7% | -0.1% | -7.2% |
| 6M | -16.8% | +20.0% | -36.7% | -20.0% |
| YTD | -24.7% | +61.1% | -85.8% | -31.4% |
| 1Y | -24.9% | +33.9% | -58.8% | -29.5% |
| 3Y | +29.1% | +91.5% | -62.4% | +10.5% |
| 5Y | -30.5% | +41.8% | -72.3% | -38.5% |
| 10Y | +16.7% | +187.5% | -170.8% | -10.6% |
| All | +16.7% | +186.3% | -169.6% | -10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling