+36.6%
DIS vs BABA
+15.0%
+21.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.7% | +5.7% | +2.6% |
| 7D | +5.3% | +3.8% | +1.5% | +4.6% |
| 30D | +10.2% | -5.4% | +15.6% | +11.1% |
| 3M | +13.5% | -17.9% | +31.5% | +16.8% |
| 6M | +11.1% | -24.1% | +35.2% | +15.4% |
| YTD | +5.5% | -27.4% | +33.0% | +9.9% |
| 1Y | +9.1% | -36.1% | +45.2% | +15.9% |
| 3Y | +36.0% | +35.4% | +0.6% | +22.3% |
| 5Y | -29.8% | -30.1% | +0.3% | -31.6% |
| 10Y | +36.6% | +15.8% | +20.8% | +24.6% |
| All | +36.6% | +15.0% | +21.6% | +24.6% |
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