+39.3%
DIS vs BABA
+32.5%
+6.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | +4.4% | +2.4% | +2.1% | +4.2% |
| 30D | +10.3% | -7.8% | +18.1% | +10.9% |
| 3M | +15.5% | -22.4% | +37.9% | +17.6% |
| 6M | +11.2% | -26.0% | +37.2% | +13.6% |
| YTD | +5.6% | -29.3% | +34.9% | +8.0% |
| 1Y | +7.7% | -37.5% | +45.3% | +11.0% |
| 3Y | +39.3% | +31.9% | +7.4% | +39.1% |
| All | +39.3% | +32.5% | +6.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling