+15.5%
BABA vs USAR
-18.3%
+33.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.4% | -5.5% | -1.3% |
| 7D | -3.6% | +0.8% | -4.4% | -3.7% |
| 30D | -8.4% | -30.1% | +21.7% | -7.4% |
| 3M | -20.6% | -56.3% | +35.7% | -18.5% |
| 6M | -25.4% | -68.6% | +43.2% | -22.8% |
| YTD | -30.1% | -30.5% | +0.4% | -29.6% |
| 1Y | -36.3% | -53.5% | +17.2% | -35.4% |
| 3Y | +30.4% | -19.3% | +49.7% | +19.9% |
| All | +15.5% | -18.3% | +33.8% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling