+21.9%
BABA vs NSC
+77.7%
-55.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -13.8% | +2.5% | -16.3% | -14.2% |
| 30D | -15.1% | +1.7% | -16.8% | -15.5% |
| 3M | -22.7% | -2.6% | -20.2% | -22.4% |
| 6M | -34.7% | +6.4% | -41.1% | -36.0% |
| YTD | -35.0% | +15.5% | -50.5% | -37.9% |
| 1Y | -40.4% | +17.6% | -58.0% | -43.4% |
| 3Y | +21.9% | +75.0% | -53.1% | +5.5% |
| All | +21.9% | +77.7% | -55.8% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling