+19.3%
BABA vs DVA
+147.1%
-127.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -3.2% |
| 7D | +3.8% | -0.1% | +3.9% | +3.9% |
| 30D | -5.4% | +3.5% | -8.9% | -6.0% |
| 3M | -17.9% | +1.0% | -18.9% | -18.2% |
| 6M | -24.1% | -6.6% | -17.5% | -23.9% |
| YTD | -27.4% | +63.3% | -90.8% | -35.0% |
| 1Y | -36.1% | +50.0% | -86.1% | -41.8% |
| 3Y | +35.4% | +120.1% | -84.7% | +10.8% |
| 5Y | -30.1% | +73.7% | -103.8% | -41.9% |
| 10Y | +15.8% | +212.7% | -196.9% | -24.3% |
| All | +19.3% | +147.1% | -127.9% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling