-39.7%
BABA vs URA
-29.1%
-10.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -3.8% | -3.2% | -6.2% |
| 7D | -12.7% | +4.5% | -17.1% | -13.6% |
| 30D | -14.9% | -13.4% | -1.4% | -12.1% |
| 3M | -24.6% | -28.4% | +3.8% | -19.0% |
| 6M | -29.3% | -40.5% | +11.1% | -19.7% |
| YTD | -35.0% | -24.3% | -10.8% | -31.2% |
| 1Y | -39.7% | -28.8% | -10.9% | -36.0% |
| All | -39.7% | -29.1% | -10.6% | -36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling