+377.0%
DELL vs BABA
+34.4%
+342.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | -22.6% | +11.6% | -34.2% | -24.0% |
| 30D | -43.2% | +2.3% | -45.5% | -43.4% |
| 3M | -24.8% | -13.7% | -11.1% | -23.3% |
| 6M | +38.0% | -21.9% | +59.9% | +43.0% |
| YTD | +163.7% | -24.6% | +188.4% | +174.3% |
| 1Y | +122.5% | -34.1% | +156.6% | +137.3% |
| 3Y | +377.0% | +36.3% | +340.7% | +309.9% |
| All | +377.0% | +34.4% | +342.6% | +309.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 3y: compounded portfolio wealth divided by compounded BABA 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…
3y analysis · Full analysis span regression · 6 months rolling