+6.2%
DRAM vs BABA
-20.7%
+26.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.9% | -10.2% | -6.1% |
| 7D | -16.6% | +4.3% | -20.9% | -17.2% |
| 30D | -26.9% | -5.0% | -21.9% | -26.1% |
| 3M | -17.8% | -18.4% | +0.6% | -15.3% |
| 6M | +6.2% | -20.3% | +26.5% | +23.8% |
| All | +6.2% | -20.7% | +26.9% | +23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling