+23.9%
BABA vs UPS
+69.3%
-45.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +2.2% |
| 7D | +11.6% | 0.0% | +11.6% | +11.6% |
| 30D | +2.3% | +17.3% | -15.1% | -3.6% |
| 3M | -13.7% | +6.6% | -20.3% | -16.0% |
| 6M | -21.9% | +12.0% | -33.9% | -26.0% |
| YTD | -24.6% | +14.4% | -39.0% | -29.7% |
| 1Y | -34.1% | +23.3% | -57.4% | -40.5% |
| 3Y | +36.3% | -9.6% | +45.9% | +34.3% |
| 5Y | -26.7% | -34.1% | +7.4% | -18.6% |
| 10Y | +19.2% | +49.5% | -30.3% | -15.5% |
| All | +23.9% | +69.3% | -45.4% | -23.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling