-63.2%
BAX vs OUST
-65.5%
+2.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.5% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +4.1% | +5.1% | -1.0% | +3.8% |
| 3M | -4.5% | -25.8% | +21.3% | -4.1% |
| 6M | +49.2% | -2.0% | +51.3% | +47.6% |
| YTD | +35.2% | +54.7% | -19.5% | +31.3% |
| 1Y | +38.3% | +48.8% | -10.5% | +34.2% |
| 3Y | -19.0% | +607.8% | -626.9% | -26.7% |
| 5Y | -64.2% | -52.7% | -11.5% | -67.8% |
| All | -63.2% | -65.5% | +2.2% | -66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling