-28.3%
BABA vs UPS
-34.3%
+6.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +2.1% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +2.3% | +17.3% | -15.1% | -3.2% |
| 3M | -13.7% | +6.6% | -20.3% | -15.8% |
| 6M | -21.9% | +12.0% | -33.9% | -25.8% |
| YTD | -24.6% | +14.4% | -39.0% | -29.6% |
| 1Y | -34.1% | +23.3% | -57.4% | -40.4% |
| 3Y | +36.3% | -9.6% | +45.9% | +32.9% |
| All | -28.3% | -34.3% | +6.0% | -19.1% |
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 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