+27.1%
BABA vs URI
+113.1%
-86.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.0% |
| 7D | -4.8% | -2.0% | -2.8% | -4.5% |
| 30D | -11.9% | -12.9% | +1.0% | -10.1% |
| 3M | -9.3% | -6.7% | -2.5% | -8.6% |
| 6M | -14.2% | +19.0% | -33.2% | -18.0% |
| YTD | -22.0% | +25.5% | -47.6% | -26.6% |
| 1Y | -12.7% | +5.5% | -18.3% | -14.8% |
| All | +27.1% | +113.1% | -86.0% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling