+11.7%
BABA vs DVA
+193.2%
-181.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -13.8% | -8.8% | -5.0% | -12.5% |
| 30D | -15.1% | -3.4% | -11.7% | -14.7% |
| 3M | -22.7% | -2.6% | -20.2% | -22.6% |
| 6M | -34.7% | -11.9% | -22.8% | -34.0% |
| YTD | -35.0% | +53.6% | -88.7% | -40.5% |
| 1Y | -40.4% | +41.9% | -82.3% | -44.7% |
| 3Y | +21.9% | +97.5% | -75.6% | +3.9% |
| 5Y | -39.9% | +65.0% | -104.9% | -48.6% |
| All | +11.7% | +193.2% | -181.5% | -17.8% |
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