-35.5%
BABA vs NSC
+15.8%
-51.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -2.5% |
| 7D | +2.4% | -3.4% | +5.8% | +2.3% |
| 30D | -7.8% | +3.6% | -11.4% | -7.7% |
| 3M | -22.4% | -1.4% | -21.0% | -22.2% |
| 6M | -26.0% | +6.0% | -31.9% | -26.3% |
| YTD | -29.3% | +15.5% | -44.8% | -31.0% |
| All | -35.5% | +15.8% | -51.3% | -36.7% |
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