+17.1%
BABA vs URA
+278.3%
-261.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.4% | -3.1% | -0.2% |
| 7D | +11.6% | -4.1% | +15.8% | +13.0% |
| 30D | +2.3% | -19.0% | +21.3% | +9.3% |
| 3M | -13.7% | -25.1% | +11.4% | -6.1% |
| 6M | -21.9% | -44.5% | +22.6% | -6.7% |
| YTD | -24.6% | -24.3% | -0.3% | -20.1% |
| 1Y | -34.1% | -28.1% | -6.0% | -29.2% |
| 3Y | +36.3% | +40.7% | -4.4% | +8.4% |
| 5Y | -26.7% | +35.5% | -62.2% | -43.4% |
| All | +17.1% | +278.3% | -261.2% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling