+87.4%
BAC vs OUST
+626.4%
-539.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -1.6% |
| 7D | -1.2% | +17.0% | -18.2% | -2.3% |
| 30D | -7.7% | -16.5% | +8.8% | -6.9% |
| 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% | -11.5% |
| 3Y | +87.4% | +668.1% | -580.7% | +42.8% |
| All | +87.4% | +626.4% | -539.0% | +42.8% |
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