-31.3%
BABA vs OUST
-56.2%
+24.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.1% |
| 7D | -4.8% | +5.2% | -10.0% | -5.4% |
| 30D | -11.9% | -19.3% | +7.4% | -10.0% |
| 3M | -9.3% | -22.6% | +13.4% | -9.0% |
| 6M | -14.2% | +62.8% | -77.0% | -23.4% |
| YTD | -22.0% | +68.3% | -90.4% | -31.0% |
| 1Y | -12.7% | +28.5% | -41.3% | -21.5% |
| 3Y | +26.7% | +554.0% | -527.4% | -21.9% |
| All | -31.3% | -56.2% | +24.9% | -27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling