-34.1%
BABA vs USAR
-51.6%
+17.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.6% | +0.6% |
| 7D | +11.6% | -14.5% | +26.1% | +12.7% |
| 30D | +2.3% | -37.8% | +40.1% | +5.5% |
| 3M | -13.7% | -52.8% | +39.1% | -9.6% |
| 6M | -21.9% | -71.2% | +49.3% | -15.3% |
| YTD | -24.6% | -30.9% | +6.2% | -24.6% |
| 1Y | -34.1% | -48.0% | +13.9% | -33.6% |
| All | -34.1% | -51.6% | +17.5% | -33.6% |
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