+28.2%
BABA vs URA
+134.6%
-106.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.0% |
| 7D | -4.8% | +1.1% | -5.8% | -5.1% |
| 30D | -11.9% | +7.4% | -19.3% | -14.5% |
| 3M | -9.3% | -8.4% | -0.9% | -7.6% |
| 6M | -14.2% | -12.7% | -1.5% | -11.8% |
| YTD | -22.0% | +7.8% | -29.8% | -26.1% |
| 1Y | -12.7% | +19.5% | -32.2% | -21.5% |
| 3Y | +26.7% | +116.4% | -89.8% | -12.6% |
| 5Y | -29.3% | +134.3% | -163.6% | -54.6% |
| 10Y | +21.2% | +359.3% | -338.0% | -43.9% |
| All | +28.2% | +134.6% | -106.5% | -19.8% |
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