-12.7%
BABA vs OUST
+33.5%
-46.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -4.8% | +5.2% | -10.0% | -5.2% |
| 30D | -11.9% | -19.3% | +7.4% | -10.5% |
| 3M | -9.3% | -22.6% | +13.4% | -9.1% |
| 6M | -14.2% | +62.8% | -77.0% | -23.8% |
| YTD | -22.0% | +68.3% | -90.4% | -31.1% |
| 1Y | -12.7% | +28.5% | -41.3% | -20.2% |
| All | -12.7% | +33.5% | -46.2% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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