+277.3%
DIA vs BABA
+25.5%
+251.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.9% | +11.6% | -12.6% | -2.5% |
| 30D | +0.3% | +2.3% | -2.0% | -0.1% |
| 3M | -4.5% | -13.7% | +9.2% | -2.8% |
| 6M | +3.4% | -21.9% | +25.3% | +6.4% |
| YTD | +7.8% | -24.6% | +32.4% | +11.1% |
| 1Y | +10.7% | -34.1% | +44.8% | +16.2% |
| 3Y | +57.5% | +36.3% | +21.3% | +44.4% |
| 5Y | +53.7% | -26.7% | +80.5% | +50.5% |
| 10Y | +247.2% | +19.2% | +228.0% | +197.1% |
| All | +277.3% | +25.5% | +251.8% | +204.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling