+16.7%
BABA vs UPS
+35.8%
-19.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.1% |
| 7D | -0.2% | -2.1% | +2.0% | +0.6% |
| 30D | -12.3% | -2.3% | -10.0% | -11.6% |
| 3M | -5.3% | -5.2% | -0.1% | -4.2% |
| 6M | -13.1% | +1.4% | -14.5% | -14.6% |
| YTD | -22.4% | +6.1% | -28.5% | -25.3% |
| 1Y | -19.5% | +27.0% | -46.5% | -27.8% |
| 3Y | +32.9% | -25.9% | +58.9% | +41.7% |
| 5Y | -29.9% | -34.6% | +4.7% | -22.3% |
| 10Y | +16.7% | +36.2% | -19.4% | -12.1% |
| All | +16.7% | +35.8% | -19.1% | -12.1% |
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