-35.3%
BIDU vs OUST
-64.1%
+28.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +14.0% | -11.0% | +1.0% |
| 7D | +7.2% | +17.0% | -9.8% | +4.4% |
| 30D | -4.0% | -16.5% | +12.5% | -2.1% |
| 3M | -25.1% | -23.7% | -1.5% | -23.0% |
| 6M | -41.8% | +18.4% | -60.1% | -45.8% |
| YTD | -37.3% | +60.8% | -98.1% | -44.9% |
| 1Y | -35.6% | +44.2% | -79.8% | -42.6% |
| 3Y | -24.5% | +668.1% | -692.6% | -55.6% |
| 5Y | -48.3% | -48.8% | +0.6% | -54.3% |
| All | -35.3% | -64.1% | +28.9% | -38.3% |
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 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