-12.7%
BABA vs USAR
+27.9%
-40.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.3% |
| 7D | -4.8% | -2.1% | -2.6% | -4.6% |
| 30D | -11.9% | +2.6% | -14.5% | -12.3% |
| 3M | -9.3% | -35.0% | +25.8% | -7.1% |
| 6M | -14.2% | -6.9% | -7.4% | -15.1% |
| YTD | -22.0% | +48.0% | -70.0% | -25.3% |
| 1Y | -12.7% | +24.8% | -37.5% | -11.6% |
| All | -12.7% | +27.9% | -40.6% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling