+34.2%
DIS vs BABA
+16.2%
+18.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | +5.2% | +11.6% | -6.4% | +3.4% |
| 30D | +11.5% | +2.3% | +9.2% | +11.0% |
| 3M | +11.5% | -13.7% | +25.2% | +13.8% |
| 6M | +8.9% | -21.9% | +30.8% | +12.5% |
| YTD | +3.4% | -24.6% | +28.1% | +7.1% |
| 1Y | +7.2% | -34.1% | +41.3% | +13.3% |
| 3Y | +43.3% | +36.3% | +7.1% | +28.9% |
| 5Y | -31.4% | -26.7% | -4.7% | -33.7% |
| All | +34.2% | +16.2% | +18.0% | +21.7% |
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