-26.8%
BIDU vs OUST
-61.4%
+34.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.9% | -9.9% | -7.4% |
| 7D | -2.4% | +12.7% | -15.2% | -4.2% |
| 30D | -15.6% | -13.6% | -2.0% | -14.0% |
| 3M | -22.3% | -8.3% | -14.0% | -23.3% |
| 6M | -22.3% | +85.0% | -107.2% | -31.9% |
| YTD | -29.2% | +73.2% | -102.4% | -37.8% |
| 1Y | -14.8% | +32.5% | -47.3% | -23.7% |
| 3Y | -31.8% | +643.8% | -675.6% | -59.3% |
| 5Y | -43.1% | -52.1% | +9.0% | -48.9% |
| All | -26.8% | -61.4% | +34.5% | -30.3% |
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