+26.8%
BA vs OUST
-62.4%
+89.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +1.2% | +5.2% | -4.1% | +0.7% |
| 30D | -11.6% | -19.3% | +7.6% | -10.1% |
| 3M | -2.4% | -22.6% | +20.3% | -2.1% |
| 6M | -6.6% | +62.8% | -69.4% | -13.6% |
| YTD | -2.2% | +68.3% | -70.6% | -10.3% |
| 1Y | -8.0% | +28.5% | -36.6% | -14.6% |
| 3Y | -5.0% | +554.0% | -559.0% | -30.8% |
| 5Y | -2.7% | -56.2% | +53.5% | -11.9% |
| All | +26.8% | -62.4% | +89.3% | +12.4% |
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 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