+28.2%
BABA vs DVA
+145.1%
-116.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -4.8% | +1.8% | -6.6% | -5.0% |
| 30D | -11.9% | -2.5% | -9.4% | -11.5% |
| 3M | -9.3% | -4.3% | -5.0% | -9.2% |
| 6M | -14.2% | +18.9% | -33.1% | -17.8% |
| YTD | -22.0% | +61.9% | -84.0% | -29.9% |
| 1Y | -12.7% | +35.7% | -48.4% | -18.9% |
| 3Y | +26.7% | +78.6% | -52.0% | +7.9% |
| 5Y | -29.3% | +39.2% | -68.5% | -38.0% |
| 10Y | +21.2% | +184.0% | -162.8% | -16.5% |
| All | +28.2% | +145.1% | -116.9% | -5.9% |
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