-20.9%
BAX vs OUST
+626.4%
-647.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | +0.1% |
| 7D | +12.1% | +17.0% | -4.9% | +11.5% |
| 30D | +7.6% | -16.5% | +24.1% | +8.0% |
| 3M | -4.5% | -23.7% | +19.2% | -4.0% |
| 6M | +52.0% | +18.4% | +33.7% | +48.4% |
| YTD | +35.1% | +60.8% | -25.6% | +29.5% |
| 1Y | +43.7% | +44.2% | -0.5% | +38.1% |
| 3Y | -20.9% | +668.1% | -689.0% | -34.0% |
| All | -20.9% | +626.4% | -647.3% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling