+15.7%
BABA vs QSR
+130.9%
-115.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.7% | -2.6% |
| 7D | +2.4% | +4.5% | -2.1% | +0.9% |
| 30D | -7.8% | +9.4% | -17.2% | -10.5% |
| 3M | -22.4% | +7.5% | -29.9% | -24.4% |
| 6M | -26.0% | -0.8% | -25.1% | -26.2% |
| YTD | -29.3% | +16.9% | -46.1% | -34.0% |
| 1Y | -37.5% | +16.3% | -53.8% | -41.6% |
| 3Y | +31.9% | +25.3% | +6.6% | +18.6% |
| 5Y | -33.4% | +60.4% | -93.8% | -45.2% |
| 10Y | +15.7% | +139.2% | -123.5% | -23.3% |
| All | +15.7% | +130.9% | -115.1% | -23.3% |
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