-14.9%
BAX vs OUST
+729.1%
-743.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +3.6% | +31.9% | -28.2% | +2.7% |
| 30D | +8.5% | -4.2% | +12.7% | +8.4% |
| 3M | -4.9% | -9.3% | +4.4% | -4.9% |
| 6M | +47.0% | +51.7% | -4.7% | +42.2% |
| YTD | +38.4% | +76.6% | -38.2% | +32.3% |
| 1Y | +49.1% | +48.9% | +0.2% | +43.3% |
| 3Y | -14.9% | +675.3% | -690.1% | -28.4% |
| All | -14.9% | +729.1% | -743.9% | -28.4% |
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 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