+21.9%
BABA vs QID
-71.4%
+93.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.8% |
| 7D | -13.8% | -7.1% | -6.6% | -15.6% |
| 30D | -15.1% | +12.6% | -27.7% | -11.6% |
| 3M | -22.7% | +14.2% | -37.0% | -18.9% |
| 6M | -34.7% | +6.2% | -40.9% | -32.2% |
| YTD | -35.0% | -21.8% | -13.2% | -38.3% |
| 1Y | -40.4% | -23.1% | -17.3% | -43.5% |
| 3Y | +21.9% | -71.3% | +93.2% | -11.5% |
| All | +21.9% | -71.4% | +93.3% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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