+15.8%
BABA vs UPS
+47.4%
-31.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.5% | -6.2% | -4.6% |
| 7D | +3.8% | +1.1% | +2.7% | +3.3% |
| 30D | -5.4% | +17.3% | -22.7% | -10.6% |
| 3M | -17.9% | +7.9% | -25.8% | -20.3% |
| 6M | -24.1% | +13.7% | -37.8% | -28.3% |
| YTD | -27.4% | +17.2% | -44.6% | -32.7% |
| 1Y | -36.1% | +23.2% | -59.3% | -41.9% |
| 3Y | +35.4% | -5.9% | +41.2% | +31.5% |
| 5Y | -30.1% | -33.1% | +3.0% | -23.1% |
| 10Y | +15.8% | +44.3% | -28.5% | -13.1% |
| All | +15.8% | +47.4% | -31.6% | -13.1% |
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