-29.9%
BABA vs DVA
+38.1%
-67.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -0.2% | +2.2% | -2.4% | -0.4% |
| 30D | -12.3% | -2.0% | -10.2% | -12.1% |
| 3M | -5.3% | -6.3% | +0.9% | -5.2% |
| 6M | -13.1% | +19.4% | -32.5% | -15.7% |
| YTD | -22.4% | +58.5% | -80.9% | -27.6% |
| 1Y | -19.5% | +33.9% | -53.3% | -23.1% |
| 3Y | +32.9% | +88.4% | -55.5% | +17.0% |
| 5Y | -29.9% | +39.5% | -69.4% | -36.6% |
| All | -29.9% | +38.1% | -67.9% | -36.6% |
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 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