+93.9%
QQQ vs BABA
-30.9%
+124.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BABA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +0.4% | -4.8% | +5.1% | +1.1% |
| 30D | +0.2% | -11.9% | +12.1% | +2.1% |
| 3M | -2.8% | -9.3% | +6.4% | -1.6% |
| 6M | +18.0% | -14.2% | +32.2% | +20.2% |
| YTD | +17.3% | -22.0% | +39.3% | +21.1% |
| 1Y | +25.6% | -12.7% | +38.3% | +26.7% |
| 3Y | +93.7% | +26.7% | +67.1% | +79.0% |
| All | +93.9% | -30.9% | +124.8% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BABA.
Daily Out/Under-Performance
Portfolio return minus BABA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BABA 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 BABA 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