-4.6%
BA vs OUST
+554.0%
-558.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.7% |
| 7D | +1.2% | +5.2% | -4.1% | +0.8% |
| 30D | -11.6% | -19.3% | +7.6% | -10.3% |
| 3M | -2.4% | -22.6% | +20.3% | -2.1% |
| 6M | -6.6% | +62.8% | -69.4% | -13.0% |
| YTD | -2.2% | +68.3% | -70.6% | -9.6% |
| 1Y | -8.0% | +28.5% | -36.6% | -14.0% |
| All | -4.6% | +554.0% | -558.7% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling