+31.0%
DIS vs BABA
+8.5%
+22.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.1% | +5.9% | -0.1% |
| 7D | +0.9% | -12.7% | +13.5% | +3.0% |
| 30D | +8.9% | -14.9% | +23.8% | +11.6% |
| 3M | +14.5% | -24.6% | +39.2% | +19.4% |
| 6M | +12.2% | -29.3% | +41.6% | +17.8% |
| YTD | +4.7% | -35.0% | +39.8% | +11.0% |
| 1Y | +2.8% | -39.7% | +42.5% | +10.2% |
| 3Y | +38.1% | +21.2% | +17.0% | +26.4% |
| 5Y | -23.6% | -39.9% | +16.3% | -23.5% |
| All | +31.0% | +8.5% | +22.6% | +17.3% |
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 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