+23.9%
BABA vs NSC
+270.0%
-246.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.1% |
| 7D | +11.6% | -6.2% | +17.9% | +14.0% |
| 30D | +2.3% | +2.6% | -0.3% | +1.2% |
| 3M | -13.7% | -5.8% | -7.9% | -12.2% |
| 6M | -21.9% | +2.1% | -24.0% | -23.1% |
| YTD | -24.6% | +12.7% | -37.3% | -28.5% |
| 1Y | -34.1% | +15.9% | -50.0% | -38.2% |
| 3Y | +36.3% | +74.0% | -37.8% | +8.5% |
| 5Y | -26.7% | +25.2% | -51.9% | -35.1% |
| 10Y | +19.2% | +326.2% | -307.0% | -34.8% |
| All | +23.9% | +270.0% | -246.1% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling