+126.4%
BAC vs OUST
-68.5%
+194.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.0% | +5.4% | -3.0% |
| 7D | -2.7% | -5.0% | +2.3% | -2.4% |
| 30D | -8.0% | -32.0% | +24.0% | -5.7% |
| 3M | -20.9% | -32.4% | +11.4% | -19.2% |
| 6M | -5.4% | +6.7% | -12.1% | -8.5% |
| YTD | -8.1% | +41.0% | -49.1% | -13.6% |
| 1Y | -3.1% | +18.0% | -21.1% | -8.0% |
| 3Y | +88.1% | +560.6% | -472.5% | +46.3% |
| 5Y | +19.7% | -55.1% | +74.9% | +3.5% |
| All | +126.4% | -68.5% | +194.9% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling