-31.2%
DIS vs BABA
-30.3%
-0.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.8% |
| 7D | +5.7% | +8.6% | -2.9% | +4.5% |
| 30D | +12.7% | -1.1% | +13.8% | +12.8% |
| 3M | +15.2% | -15.9% | +31.1% | +17.7% |
| 6M | +17.6% | -17.5% | +35.1% | +20.1% |
| YTD | +3.8% | -25.6% | +29.4% | +7.2% |
| 1Y | +6.8% | -33.8% | +40.6% | +12.0% |
| 3Y | +42.1% | +34.6% | +7.5% | +29.5% |
| 5Y | -31.2% | -27.7% | -3.5% | -32.7% |
| All | -31.2% | -30.3% | -0.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling