+41.5%
DRAM vs BABA
-8.2%
+49.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.3% | +4.9% | +5.9% |
| 7D | -18.2% | +11.6% | -29.8% | -20.4% |
| 30D | -34.5% | +2.3% | -36.8% | -34.7% |
| 3M | -23.6% | -13.7% | -9.9% | -21.1% |
| 6M | -19.3% | -21.9% | +2.6% | -4.0% |
| All | +41.5% | -8.2% | +49.7% | +52.0% |
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