+3.6%
BA vs OUST
-64.1%
+67.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -0.7% |
| 7D | +1.1% | +17.0% | -15.9% | -0.5% |
| 30D | -7.9% | -16.5% | +8.6% | -7.0% |
| 3M | -25.3% | -23.7% | -1.7% | -24.2% |
| 6M | -24.6% | +18.4% | -43.0% | -28.3% |
| YTD | -20.1% | +60.8% | -80.9% | -26.9% |
| 1Y | -11.8% | +44.2% | -56.0% | -18.7% |
| 3Y | -10.1% | +668.1% | -678.2% | -35.9% |
| 5Y | -22.7% | -48.8% | +26.1% | -31.2% |
| All | +3.6% | -64.1% | +67.8% | -8.5% |
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