+23.9%
BABA vs UL
+104.3%
-80.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +11.6% | +1.1% | +10.5% | +11.2% |
| 30D | +2.3% | +8.2% | -5.9% | -0.5% |
| 3M | -13.7% | +4.5% | -18.2% | -15.1% |
| 6M | -21.9% | +12.6% | -34.5% | -25.6% |
| YTD | -24.6% | +3.5% | -28.2% | -26.3% |
| 1Y | -34.1% | -0.4% | -33.7% | -34.8% |
| 3Y | +36.3% | +36.0% | +0.3% | +18.4% |
| 5Y | -26.7% | +30.9% | -57.7% | -36.3% |
| 10Y | +19.2% | +97.5% | -78.3% | -16.2% |
| All | +23.9% | +104.3% | -80.4% | -13.3% |
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