-35.7%
BIDU vs OUST
+11.1%
-46.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +15.7% | -11.2% | +1.8% |
| 7D | +1.2% | -0.2% | +1.4% | +1.0% |
| 30D | -7.5% | -24.0% | +16.4% | -3.8% |
| 3M | -28.6% | -29.9% | +1.3% | -25.0% |
| 6M | -36.9% | +19.1% | -56.1% | -43.2% |
| YTD | -38.4% | +55.0% | -93.4% | -49.8% |
| 1Y | -35.7% | +21.2% | -56.8% | -44.9% |
| All | -35.7% | +11.1% | -46.7% | -44.9% |
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 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