+28.2%
BABA vs UPS
+59.9%
-31.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.7% |
| 7D | -4.8% | -2.9% | -1.9% | -3.7% |
| 30D | -11.9% | -3.5% | -8.4% | -10.8% |
| 3M | -9.3% | -5.7% | -3.6% | -7.9% |
| 6M | -14.2% | -4.4% | -9.9% | -13.9% |
| YTD | -22.0% | +8.0% | -30.1% | -25.5% |
| 1Y | -12.7% | +29.0% | -41.7% | -22.6% |
| 3Y | +26.7% | -27.7% | +54.4% | +37.0% |
| 5Y | -29.3% | -34.3% | +5.0% | -21.5% |
| 10Y | +21.2% | +37.8% | -16.5% | -10.6% |
| All | +28.2% | +59.9% | -31.7% | -18.5% |
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