+24.5%
BABA vs USAR
-18.7%
+43.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.8% | -9.6% | +0.9% |
| 7D | +11.6% | -14.5% | +26.1% | +12.2% |
| 30D | +2.3% | -37.8% | +40.1% | +3.8% |
| 3M | -13.7% | -52.8% | +39.1% | -11.7% |
| 6M | -21.9% | -71.2% | +49.3% | -19.0% |
| YTD | -24.6% | -30.9% | +6.2% | -24.1% |
| 1Y | -34.1% | -48.0% | +13.9% | -33.3% |
| 3Y | +36.3% | -19.7% | +56.0% | +25.4% |
| All | +24.5% | -18.7% | +43.2% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling