+569.8%
DELL vs BABA
-40.0%
+609.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | 0.0% | -7.2% | -7.2% |
| 7D | +4.9% | -13.8% | +18.6% | +7.0% |
| 30D | -32.1% | -15.1% | -17.0% | -30.7% |
| 3M | -30.2% | -22.7% | -7.5% | -28.0% |
| 6M | +41.7% | -34.7% | +76.4% | +49.7% |
| YTD | +176.6% | -35.0% | +211.6% | +191.4% |
| 1Y | +159.9% | -40.4% | +200.4% | +177.4% |
| 3Y | +388.0% | +21.9% | +366.1% | +356.2% |
| All | +569.8% | -40.0% | +609.9% | +555.0% |
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