+50.5%
DRAM vs BABA
-11.6%
+62.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.7% | +10.1% | +6.9% |
| 7D | -9.8% | +3.8% | -13.6% | -10.8% |
| 30D | -26.9% | -5.4% | -21.6% | -26.0% |
| 3M | -17.4% | -17.9% | +0.5% | -13.8% |
| 6M | -20.9% | -24.1% | +3.2% | -5.9% |
| All | +50.5% | -11.6% | +62.1% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling