-61.7%
BABA vs OUST
-68.5%
+6.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.0% | +11.6% | +3.6% |
| 7D | +8.6% | -5.0% | +13.6% | +9.0% |
| 30D | -1.1% | -32.0% | +31.0% | +2.8% |
| 3M | -15.9% | -32.4% | +16.4% | -13.1% |
| 6M | -17.5% | +6.7% | -24.3% | -22.0% |
| YTD | -25.6% | +41.0% | -66.6% | -32.6% |
| 1Y | -33.8% | +18.0% | -51.8% | -39.1% |
| 3Y | +34.6% | +560.6% | -526.0% | -12.8% |
| 5Y | -27.7% | -55.1% | +27.5% | -38.6% |
| All | -61.7% | -68.5% | +6.8% | -65.8% |
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