+5.8%
BA vs OUST
-65.4%
+71.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +15.7% | -13.6% | +0.8% |
| 7D | +5.9% | -0.2% | +6.1% | +5.8% |
| 30D | -8.2% | -24.0% | +15.8% | -6.4% |
| 3M | -25.4% | -29.9% | +4.5% | -23.6% |
| 6M | -20.0% | +19.1% | -39.2% | -23.9% |
| YTD | -18.5% | +55.0% | -73.5% | -25.1% |
| 1Y | -10.6% | +21.2% | -31.8% | -16.3% |
| 3Y | -9.3% | +626.0% | -635.2% | -34.9% |
| 5Y | -16.9% | -51.6% | +34.7% | -25.6% |
| All | +5.8% | -65.4% | +71.2% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling