-29.9%
BABA vs QSR
+46.1%
-75.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.6% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -12.3% | +5.9% | -18.2% | -14.8% |
| 3M | -5.3% | +10.5% | -15.8% | -10.3% |
| 6M | -13.1% | +7.7% | -20.8% | -17.6% |
| YTD | -22.4% | +16.8% | -39.2% | -30.0% |
| 1Y | -19.5% | +30.9% | -50.4% | -32.4% |
| 3Y | +32.9% | +28.2% | +4.8% | +7.4% |
| 5Y | -29.9% | +45.0% | -74.8% | -55.1% |
| All | -29.9% | +46.1% | -75.9% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling