-28.3%
BABA vs DVA
+75.9%
-104.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | +11.6% | +2.1% | +9.6% | +11.4% |
| 30D | +2.3% | +8.2% | -6.0% | +1.4% |
| 3M | -13.7% | +5.9% | -19.6% | -14.3% |
| 6M | -21.9% | -1.3% | -20.6% | -22.4% |
| YTD | -24.6% | +68.4% | -93.1% | -30.1% |
| 1Y | -34.1% | +57.5% | -91.6% | -38.3% |
| 3Y | +36.3% | +142.3% | -106.1% | +16.4% |
| All | -28.3% | +75.9% | -104.2% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling