+11.7%
BABA vs QSR
+137.6%
-125.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -13.8% | -2.9% | -10.8% | -12.9% |
| 30D | -15.1% | +4.1% | -19.2% | -16.2% |
| 3M | -22.7% | -0.7% | -22.1% | -22.7% |
| 6M | -34.7% | +0.4% | -35.1% | -35.1% |
| YTD | -35.0% | +13.5% | -48.5% | -38.7% |
| 1Y | -40.4% | +11.0% | -51.4% | -43.4% |
| 3Y | +21.9% | +22.0% | -0.1% | +10.6% |
| 5Y | -39.9% | +57.1% | -96.9% | -50.1% |
| All | +11.7% | +137.6% | -125.9% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling