+21.3%
BAC vs OUST
-49.4%
+70.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | +2.1% | +31.9% | -29.8% | -0.2% |
| 30D | -6.7% | -4.2% | -2.5% | -6.8% |
| 3M | -20.2% | -9.3% | -11.0% | -20.2% |
| 6M | -0.2% | +51.7% | -51.9% | -6.3% |
| YTD | -6.4% | +76.6% | -83.0% | -14.1% |
| 1Y | -3.1% | +48.9% | -52.0% | -10.0% |
| 3Y | +96.7% | +675.3% | -578.5% | +47.2% |
| 5Y | +21.3% | -44.0% | +65.3% | -0.3% |
| All | +21.3% | -49.4% | +70.7% | -0.3% |
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