+36.3%
BABA vs URI
+138.8%
-102.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +1.1% |
| 7D | +11.6% | -9.8% | +21.4% | +13.0% |
| 30D | +2.3% | +1.7% | +0.5% | +1.8% |
| 3M | -13.7% | -9.1% | -4.6% | -12.9% |
| 6M | -21.9% | +9.9% | -31.8% | -23.7% |
| YTD | -24.6% | +31.2% | -55.9% | -29.4% |
| 1Y | -34.1% | +25.9% | -60.0% | -37.8% |
| 3Y | +36.3% | +147.4% | -111.1% | +13.6% |
| All | +36.3% | +138.8% | -102.5% | +13.6% |
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