-33.8%
BABA vs OUST
-1.5%
-32.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.0% | +11.6% | +3.4% |
| 7D | +8.6% | -5.0% | +13.6% | +8.8% |
| 30D | -1.1% | -32.0% | +31.0% | +1.7% |
| 3M | -15.9% | -32.4% | +16.4% | -13.9% |
| 6M | -17.5% | +6.7% | -24.3% | -23.8% |
| YTD | -25.6% | +41.0% | -66.6% | -34.4% |
| 1Y | -33.8% | +18.0% | -51.8% | -41.4% |
| All | -33.8% | -1.5% | -32.3% | -41.4% |
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