+59.1%
DIA vs BABA
-35.2%
+94.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -1.6% | -3.6% | +2.0% | -1.3% |
| 30D | +1.3% | -8.4% | +9.6% | +2.0% |
| 3M | -2.1% | -20.6% | +18.5% | -0.3% |
| 6M | +6.2% | -25.4% | +31.6% | +8.6% |
| YTD | +10.3% | -30.1% | +40.5% | +13.2% |
| 1Y | +11.0% | -36.3% | +47.3% | +14.7% |
| 3Y | +60.4% | +30.4% | +30.0% | +53.3% |
| 5Y | +59.1% | -35.7% | +94.8% | +61.3% |
| All | +59.1% | -35.2% | +94.3% | +61.3% |
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