+249.2%
DIA vs BABA
+19.8%
+229.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -0.2% | -4.8% | +4.6% | +0.5% |
| 30D | -1.5% | -11.9% | +10.4% | 0.0% |
| 3M | +3.8% | -9.3% | +13.0% | +4.8% |
| 6M | +10.3% | -14.2% | +24.5% | +11.9% |
| YTD | +12.1% | -22.0% | +34.1% | +15.0% |
| 1Y | +18.6% | -12.7% | +31.4% | +19.3% |
| 3Y | +60.6% | +26.7% | +34.0% | +49.4% |
| 5Y | +64.4% | -29.3% | +93.8% | +64.0% |
| All | +249.2% | +19.8% | +229.4% | +214.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling