-39.7%
BABA vs UPS
+23.1%
-62.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.8% | -5.2% | -6.9% |
| 7D | -12.7% | -0.6% | -12.1% | -12.6% |
| 30D | -14.9% | +16.4% | -31.3% | -15.7% |
| 3M | -24.6% | +7.9% | -32.6% | -25.0% |
| 6M | -29.3% | +15.8% | -45.2% | -31.1% |
| YTD | -35.0% | +16.6% | -51.6% | -36.2% |
| 1Y | -39.7% | +22.3% | -62.0% | -40.2% |
| All | -39.7% | +23.1% | -62.8% | -40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling