+28.2%
BABA vs QID
-99.5%
+127.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.1% |
| 7D | -4.8% | -0.6% | -4.1% | -5.0% |
| 30D | -11.9% | 0.0% | -11.9% | -11.9% |
| 3M | -9.3% | +3.7% | -13.0% | -6.6% |
| 6M | -14.2% | -29.9% | +15.6% | -24.6% |
| YTD | -22.0% | -28.8% | +6.7% | -30.7% |
| 1Y | -12.7% | -37.2% | +24.5% | -25.5% |
| 3Y | +26.7% | -73.7% | +100.4% | -20.1% |
| 5Y | -29.3% | -80.7% | +51.4% | -53.5% |
| 10Y | +21.2% | -99.1% | +120.4% | -74.9% |
| All | +28.2% | -99.5% | +127.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling