+36.3%
BABA vs UL
+35.9%
+0.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.6% |
| 7D | +11.6% | +1.1% | +10.5% | +11.5% |
| 30D | +2.3% | +8.2% | -5.9% | +1.2% |
| 3M | -13.7% | +4.5% | -18.2% | -14.2% |
| 6M | -21.9% | +12.6% | -34.5% | -23.4% |
| YTD | -24.6% | +3.5% | -28.2% | -25.3% |
| 1Y | -34.1% | -0.4% | -33.7% | -34.2% |
| 3Y | +36.3% | +36.0% | +0.3% | +21.1% |
| All | +36.3% | +35.9% | +0.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 3y: compounded portfolio wealth divided by compounded UL 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…
3y analysis · Full analysis span regression · 6 months rolling