-4.5%
BABA vs QSR
+202.6%
-207.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.5% | -5.5% | -6.5% |
| 7D | -12.7% | -3.9% | -8.8% | -11.5% |
| 30D | -14.9% | +5.9% | -20.8% | -16.5% |
| 3M | -24.6% | +1.7% | -26.3% | -25.2% |
| 6M | -29.3% | -1.9% | -27.5% | -29.4% |
| YTD | -35.0% | +13.6% | -48.7% | -38.8% |
| 1Y | -39.7% | +13.1% | -52.8% | -43.1% |
| 3Y | +21.2% | +21.8% | -0.6% | +10.0% |
| 5Y | -39.9% | +57.2% | -97.1% | -50.1% |
| 10Y | +7.8% | +138.5% | -130.7% | -26.4% |
| All | -4.5% | +202.6% | -207.0% | -39.5% |
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