+124.8%
BAC vs OUST
-64.1%
+188.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.7% |
| 7D | -1.2% | +17.0% | -18.2% | -2.4% |
| 30D | -7.7% | -16.5% | +8.8% | -6.8% |
| 3M | -21.2% | -23.7% | +2.5% | -20.2% |
| 6M | -6.8% | +18.4% | -25.2% | -10.6% |
| YTD | -8.7% | +60.8% | -69.5% | -15.1% |
| 1Y | -5.3% | +44.2% | -49.5% | -11.4% |
| 3Y | +87.4% | +668.1% | -580.7% | +44.1% |
| 5Y | +18.9% | -48.8% | +67.7% | +1.7% |
| All | +124.8% | -64.1% | +188.9% | +99.7% |
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 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