+16.9%
BABA vs USAR
-21.7%
+38.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.6% | +7.1% | -2.2% |
| 7D | +2.4% | -9.1% | +11.4% | +2.6% |
| 30D | -7.8% | -36.9% | +29.2% | -6.4% |
| 3M | -22.4% | -58.4% | +36.0% | -20.2% |
| 6M | -26.0% | -70.6% | +44.6% | -23.2% |
| YTD | -29.3% | -33.4% | +4.2% | -28.7% |
| 1Y | -37.5% | -54.0% | +16.5% | -36.6% |
| 3Y | +31.9% | -22.7% | +54.6% | +21.5% |
| All | +16.9% | -21.7% | +38.6% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling