+22.3%
BABA vs URA
+57.8%
-35.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.3% | +7.9% | +4.4% |
| 7D | +8.6% | -13.3% | +21.8% | +13.6% |
| 30D | -1.1% | -25.9% | +24.8% | +8.9% |
| 3M | -15.9% | -27.8% | +11.9% | -7.4% |
| 6M | -17.5% | -42.8% | +25.3% | -2.4% |
| YTD | -25.6% | -27.5% | +1.9% | -19.9% |
| 1Y | -33.8% | -35.1% | +1.3% | -26.4% |
| 3Y | +34.6% | +31.1% | +3.6% | +10.2% |
| 5Y | -27.7% | +29.8% | -57.4% | -42.9% |
| 10Y | +17.7% | +265.1% | -247.4% | -41.7% |
| All | +22.3% | +57.8% | -35.5% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling