-39.8%
BABA vs UPS
-33.1%
-6.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | -0.6% |
| 7D | -13.8% | +3.8% | -17.6% | -14.8% |
| 30D | -15.1% | +17.4% | -32.5% | -19.6% |
| 3M | -22.7% | +8.2% | -30.9% | -24.9% |
| 6M | -34.7% | +17.9% | -52.6% | -39.1% |
| YTD | -35.0% | +18.7% | -53.7% | -40.1% |
| 1Y | -40.4% | +24.8% | -65.2% | -46.2% |
| 3Y | +21.9% | -4.5% | +26.5% | +16.4% |
| All | -39.8% | -33.1% | -6.7% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling