-62.7%
BABA vs OUST
-65.4%
+2.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +15.7% | -10.8% | +3.1% |
| 7D | +4.3% | -0.2% | +4.5% | +4.2% |
| 30D | -5.0% | -24.0% | +19.0% | -2.4% |
| 3M | -18.4% | -29.9% | +11.5% | -15.9% |
| 6M | -20.3% | +19.1% | -39.4% | -25.4% |
| YTD | -27.5% | +55.0% | -82.5% | -35.0% |
| 1Y | -35.3% | +21.2% | -56.5% | -40.6% |
| 3Y | +31.2% | +626.0% | -594.8% | -15.9% |
| 5Y | -32.1% | -51.6% | +19.5% | -42.9% |
| All | -62.7% | -65.4% | +2.8% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling