+22.9%
BABA vs USAR
-26.7%
+49.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.5% | +12.2% | +3.0% |
| 7D | +8.6% | -29.5% | +38.0% | +9.8% |
| 30D | -1.1% | -46.0% | +44.9% | +0.9% |
| 3M | -15.9% | -56.8% | +40.8% | -13.7% |
| 6M | -17.5% | -72.9% | +55.4% | -14.2% |
| YTD | -25.6% | -37.6% | +12.1% | -24.8% |
| 1Y | -33.8% | -56.0% | +22.2% | -32.7% |
| 3Y | +34.6% | -27.5% | +62.2% | +24.4% |
| All | +22.9% | -26.7% | +49.6% | +17.0% |
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