-53.7%
BIDU vs OUST
-53.0%
-0.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +1.9% |
| 7D | -4.6% | -3.8% | -0.8% | -4.2% |
| 30D | -4.5% | +5.1% | -9.6% | -5.9% |
| 3M | -25.4% | -25.8% | +0.5% | -23.0% |
| 6M | -48.1% | -2.0% | -46.1% | -50.1% |
| YTD | -40.2% | +54.7% | -94.9% | -47.1% |
| 1Y | -35.2% | +48.8% | -84.0% | -42.6% |
| 3Y | -27.1% | +607.8% | -634.9% | -56.6% |
| All | -53.7% | -53.0% | -0.6% | -49.4% |
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