+22.3%
BABA vs URI
+806.0%
-783.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.1% | +9.8% | +4.4% |
| 7D | +8.6% | -12.9% | +21.5% | +12.1% |
| 30D | -1.1% | -3.4% | +2.3% | -0.6% |
| 3M | -15.9% | -10.0% | -5.9% | -14.2% |
| 6M | -17.5% | +12.2% | -29.7% | -21.0% |
| YTD | -25.6% | +29.8% | -55.3% | -32.4% |
| 1Y | -33.8% | +24.6% | -58.4% | -39.3% |
| 3Y | +34.6% | +137.6% | -103.0% | +0.6% |
| 5Y | -27.7% | +176.6% | -204.3% | -49.5% |
| 10Y | +17.7% | +1,402.6% | -1,384.9% | -50.6% |
| All | +22.3% | +806.0% | -783.6% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling