-14.2%
BABA vs UPS
-6.9%
-7.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | -4.8% | -2.9% | -1.9% | -4.5% |
| 30D | -11.9% | -3.5% | -8.4% | -11.6% |
| 3M | -9.3% | -5.7% | -3.6% | -9.2% |
| 6M | -14.2% | -4.4% | -9.9% | -14.7% |
| All | -14.2% | -6.9% | -7.3% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling