+46.4%
DRAM vs BABA
-13.8%
+60.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.3% |
| 7D | -14.7% | +2.4% | -17.0% | -15.5% |
| 30D | -28.9% | -7.8% | -21.2% | -27.7% |
| 3M | -18.1% | -22.4% | +4.3% | -13.2% |
| 6M | -23.0% | -26.0% | +3.0% | -8.0% |
| All | +46.4% | -13.8% | +60.2% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling