+14.6%
BABA vs QSR
+218.5%
-203.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -4.8% | +2.4% | -7.2% | -5.5% |
| 30D | -11.9% | +7.6% | -19.5% | -14.2% |
| 3M | -9.3% | +12.6% | -21.9% | -13.2% |
| 6M | -14.2% | +14.4% | -28.6% | -19.0% |
| YTD | -22.0% | +19.6% | -41.7% | -27.7% |
| 1Y | -12.7% | +33.9% | -46.6% | -22.4% |
| 3Y | +26.7% | +27.1% | -0.5% | +13.3% |
| 5Y | -29.3% | +48.5% | -77.9% | -40.5% |
| 10Y | +21.2% | +126.2% | -105.0% | -15.7% |
| All | +14.6% | +218.5% | -203.9% | -28.5% |
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