-21.4%
BAX vs OUST
+537.2%
-558.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.0% | +5.8% | -2.9% |
| 7D | +9.1% | -5.0% | +14.2% | +9.3% |
| 30D | +5.3% | -32.0% | +37.3% | +6.4% |
| 3M | -6.1% | -32.4% | +26.2% | -5.3% |
| 6M | +53.3% | +6.7% | +46.6% | +50.1% |
| YTD | +34.4% | +41.0% | -6.6% | +29.4% |
| 1Y | +43.2% | +18.0% | +25.2% | +38.5% |
| All | -21.4% | +537.2% | -558.5% | -34.1% |
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