-40.4%
BABA vs DVA
+42.3%
-82.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -13.8% | -8.8% | -5.0% | -13.5% |
| 30D | -15.1% | -3.4% | -11.7% | -14.9% |
| 3M | -22.7% | -2.6% | -20.2% | -22.6% |
| 6M | -34.7% | -11.9% | -22.8% | -34.9% |
| YTD | -35.0% | +53.6% | -88.7% | -34.7% |
| 1Y | -40.4% | +41.9% | -82.3% | -41.0% |
| All | -40.4% | +42.3% | -82.7% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling