-35.3%
BABA vs NSC
+24.4%
-59.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.9% |
| 7D | +4.3% | +1.8% | +2.5% | +4.3% |
| 30D | -5.0% | +8.8% | -13.8% | -4.8% |
| 3M | -18.4% | +1.2% | -19.6% | -18.1% |
| 6M | -20.3% | +11.3% | -31.6% | -20.5% |
| YTD | -27.5% | +20.7% | -48.2% | -29.1% |
| 1Y | -35.3% | +23.4% | -58.7% | -34.7% |
| All | -35.3% | +24.4% | -59.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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