+28.2%
BABA vs UL
+98.7%
-70.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -4.8% | -1.3% | -3.4% | -4.3% |
| 30D | -11.9% | +0.5% | -12.4% | -12.1% |
| 3M | -9.3% | +17.6% | -26.9% | -14.8% |
| 6M | -14.2% | -5.4% | -8.9% | -13.1% |
| YTD | -22.0% | +0.7% | -22.7% | -22.9% |
| 1Y | -12.7% | -9.3% | -3.5% | -10.7% |
| 3Y | +26.7% | +24.5% | +2.1% | +13.7% |
| 5Y | -29.3% | +23.2% | -52.6% | -37.3% |
| 10Y | +21.2% | +64.5% | -43.2% | -6.8% |
| All | +28.2% | +98.7% | -70.5% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling