+7.4%
BABA vs USAR
-19.4%
+26.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -13.8% | -0.8% | -13.0% | -13.8% |
| 30D | -15.1% | -20.9% | +5.8% | -14.5% |
| 3M | -22.7% | -56.2% | +33.4% | -20.7% |
| 6M | -34.7% | -67.9% | +33.2% | -32.5% |
| YTD | -35.0% | -31.4% | -3.6% | -34.5% |
| 1Y | -40.4% | -45.1% | +4.6% | -39.8% |
| 3Y | +21.9% | -20.3% | +42.2% | +12.2% |
| All | +7.4% | -19.4% | +26.7% | +1.8% |
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