+16.0%
BABA vs UPS
+45.7%
-29.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.6% |
| 7D | -3.6% | -1.6% | -2.0% | -3.2% |
| 30D | -8.4% | +17.9% | -26.3% | -13.6% |
| 3M | -20.6% | +9.4% | -30.0% | -23.3% |
| 6M | -25.4% | +16.2% | -41.5% | -30.0% |
| YTD | -30.1% | +18.8% | -48.9% | -35.5% |
| 1Y | -36.3% | +26.1% | -62.4% | -42.6% |
| 3Y | +30.4% | -4.5% | +34.8% | +26.0% |
| 5Y | -35.7% | -33.2% | -2.5% | -29.2% |
| 10Y | +16.0% | +44.3% | -28.3% | -13.4% |
| All | +16.0% | +45.7% | -29.7% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 10y: compounded portfolio wealth divided by compounded UPS 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…
10y analysis · Full analysis span regression · 6 months rolling