+1,085.7%
DELL vs BABA
-30.9%
+1,116.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | +14.9% | -4.8% | +19.6% | +15.7% |
| 30D | +13.3% | -11.9% | +25.2% | +15.2% |
| 3M | +24.4% | -9.3% | +33.7% | +25.7% |
| 6M | +258.0% | -14.2% | +272.3% | +263.8% |
| YTD | +320.2% | -22.0% | +342.2% | +332.8% |
| 1Y | +319.1% | -12.7% | +331.8% | +322.8% |
| 3Y | +706.5% | +26.7% | +679.9% | +652.9% |
| All | +1,085.7% | -30.9% | +1,116.6% | +1,043.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling