+45.2%
DIS vs BABA
+23.9%
+21.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.9% |
| 7D | +5.7% | +8.6% | -2.9% | +4.3% |
| 30D | +12.7% | -1.1% | +13.8% | +12.8% |
| 3M | +15.2% | -15.9% | +31.1% | +18.1% |
| 6M | +17.6% | -17.5% | +35.1% | +20.4% |
| YTD | +3.8% | -25.6% | +29.4% | +7.7% |
| 1Y | +6.8% | -33.8% | +40.6% | +12.7% |
| 3Y | +42.1% | +34.6% | +7.5% | +28.4% |
| 5Y | -31.2% | -27.7% | -3.5% | -33.5% |
| 10Y | +37.6% | +17.7% | +19.9% | +18.4% |
| All | +45.2% | +23.9% | +21.3% | +16.3% |
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 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