-39.8%
BABA vs UEC
+21.1%
-60.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -13.8% | -3.8% | -10.0% | -13.4% |
| 30D | -15.1% | -13.5% | -1.6% | -13.7% |
| 3M | -22.7% | -40.5% | +17.7% | -18.0% |
| 6M | -34.7% | -56.7% | +22.0% | -28.0% |
| YTD | -35.0% | -43.0% | +8.0% | -31.8% |
| 1Y | -40.4% | -42.5% | +2.1% | -37.9% |
| 3Y | +21.9% | +11.6% | +10.4% | +7.3% |
| All | -39.8% | +21.1% | -60.9% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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