-21.4%
BIDU vs OUST
-62.4%
+41.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +3.8% |
| 7D | +2.4% | +5.2% | -2.8% | +1.6% |
| 30D | -10.5% | -19.3% | +8.8% | -7.8% |
| 3M | -26.2% | -22.6% | -3.6% | -25.3% |
| 6M | -16.4% | +62.8% | -79.2% | -25.4% |
| YTD | -23.9% | +68.3% | -92.2% | -32.8% |
| 1Y | +1.3% | +28.5% | -27.3% | -8.8% |
| 3Y | -32.1% | +554.0% | -586.1% | -58.6% |
| 5Y | -39.0% | -56.2% | +17.2% | -44.4% |
| All | -21.4% | -62.4% | +41.1% | -24.8% |
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