-8.3%
BA vs OUST
+600.2%
-608.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.7% | -13.6% | +1.0% |
| 7D | +5.9% | -0.2% | +6.1% | +5.8% |
| 30D | -8.2% | -24.0% | +15.8% | -6.6% |
| 3M | -25.4% | -29.9% | +4.5% | -23.9% |
| 6M | -20.0% | +19.1% | -39.2% | -23.4% |
| YTD | -18.5% | +55.0% | -73.5% | -24.3% |
| 1Y | -10.6% | +21.2% | -31.8% | -15.6% |
| All | -8.3% | +600.2% | -608.5% | -28.0% |
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