+6.7%
BABA vs QSR
+210.7%
-204.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | +3.8% | +3.9% | 0.0% | +2.5% |
| 30D | -5.4% | +9.3% | -14.6% | -8.2% |
| 3M | -17.9% | +5.9% | -23.8% | -19.7% |
| 6M | -24.1% | -1.0% | -23.1% | -24.3% |
| YTD | -27.4% | +16.7% | -44.1% | -32.2% |
| 1Y | -36.1% | +18.6% | -54.7% | -40.7% |
| 3Y | +35.4% | +25.4% | +10.0% | +21.6% |
| 5Y | -30.1% | +59.0% | -89.1% | -42.3% |
| 10Y | +15.8% | +130.4% | -114.5% | -20.0% |
| All | +6.7% | +210.7% | -204.1% | -33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling