-21.9%
BABA vs UL
+12.3%
-34.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.2% |
| 7D | +11.6% | +1.1% | +10.5% | +11.6% |
| 30D | +2.3% | +8.2% | -5.9% | +3.2% |
| 3M | -13.7% | +4.5% | -18.2% | -13.3% |
| 6M | -21.9% | +12.6% | -34.5% | -19.2% |
| All | -21.9% | +12.3% | -34.2% | -19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling