+71.4%
BAC vs OUST
-56.2%
+127.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | +1.1% | +5.2% | -4.1% | +0.7% |
| 30D | -0.4% | -19.3% | +18.9% | +1.0% |
| 3M | +16.9% | -22.6% | +39.5% | +17.1% |
| 6M | +26.6% | +62.8% | -36.2% | +18.1% |
| YTD | +15.8% | +68.3% | -52.6% | +7.3% |
| 1Y | +27.2% | +28.5% | -1.4% | +19.2% |
| 3Y | +132.4% | +554.0% | -421.6% | +76.8% |
| All | +71.4% | -56.2% | +127.6% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling