+129.9%
BAC vs OUST
-60.2%
+190.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.8% | -8.6% | +1.5% |
| 7D | +2.0% | +36.7% | -34.7% | -0.4% |
| 30D | -6.9% | -3.3% | -3.6% | -7.0% |
| 3M | -19.6% | -11.1% | -8.4% | -19.4% |
| 6M | -0.5% | +53.1% | -53.5% | -6.2% |
| YTD | -6.6% | +78.2% | -84.9% | -13.8% |
| 1Y | -3.0% | +50.0% | -53.0% | -9.5% |
| 3Y | +97.3% | +836.2% | -738.9% | +49.5% |
| 5Y | +21.9% | -50.0% | +71.8% | +4.1% |
| All | +129.9% | -60.2% | +190.2% | +102.7% |
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