+47.3%
DIS vs BABA
+20.7%
+26.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.9% | -0.7% | +3.4% |
| 7D | +9.1% | +4.3% | +4.8% | +8.4% |
| 30D | +14.8% | -5.0% | +19.8% | +15.7% |
| 3M | +21.2% | -18.4% | +39.5% | +24.8% |
| 6M | +18.3% | -20.3% | +38.6% | +21.9% |
| YTD | +5.4% | -27.5% | +32.9% | +9.8% |
| 1Y | +8.3% | -35.3% | +43.6% | +14.7% |
| 3Y | +44.2% | +31.2% | +13.1% | +30.8% |
| 5Y | -28.0% | -32.1% | +4.2% | -29.6% |
| 10Y | +39.6% | +14.7% | +25.0% | +20.7% |
| All | +47.3% | +20.7% | +26.6% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling