+3.1%
BA vs OUST
-68.5%
+71.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.0% | +6.5% | -1.8% |
| 7D | -0.1% | -5.0% | +5.0% | +0.2% |
| 30D | -9.1% | -32.0% | +22.9% | -6.5% |
| 3M | -28.2% | -32.4% | +4.2% | -26.3% |
| 6M | -23.1% | +6.7% | -29.8% | -26.2% |
| YTD | -20.6% | +41.0% | -61.6% | -26.4% |
| 1Y | -12.7% | +18.0% | -30.7% | -18.1% |
| 3Y | -11.6% | +560.6% | -572.2% | -36.0% |
| 5Y | -23.1% | -55.1% | +32.0% | -30.7% |
| All | +3.1% | -68.5% | +71.6% | -7.8% |
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 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