-61.2%
BABA vs OUST
-64.1%
+2.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | -0.3% |
| 7D | +11.6% | +17.0% | -5.4% | +9.4% |
| 30D | +2.3% | -16.5% | +18.8% | +3.8% |
| 3M | -13.7% | -23.7% | +10.0% | -12.1% |
| 6M | -21.9% | +18.4% | -40.3% | -27.0% |
| YTD | -24.6% | +60.8% | -85.4% | -32.8% |
| 1Y | -34.1% | +44.2% | -78.3% | -40.7% |
| 3Y | +36.3% | +668.1% | -631.8% | -13.4% |
| 5Y | -26.7% | -48.8% | +22.1% | -38.8% |
| All | -61.2% | -64.1% | +2.9% | -65.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling