+9.8%
BAX vs OUST
+33.5%
-23.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | -1.1% | +5.2% | -6.4% | -1.3% |
| 30D | -5.5% | -19.3% | +13.8% | -5.0% |
| 3M | +33.5% | -22.6% | +56.2% | +32.7% |
| 6M | +35.9% | +62.8% | -26.9% | +26.7% |
| YTD | +35.4% | +68.3% | -33.0% | +26.2% |
| 1Y | +9.8% | +28.5% | -18.8% | +3.5% |
| All | +9.8% | +33.5% | -23.7% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling