+34.5%
BBY vs OUST
+11.1%
+23.4%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +15.7% | -7.8% | +7.7% |
| 7D | +4.5% | -0.2% | +4.7% | +4.4% |
| 30D | +16.0% | -24.0% | +40.0% | +16.1% |
| 3M | +18.6% | -29.9% | +48.5% | +18.7% |
| 6M | +80.1% | +19.1% | +60.9% | +74.4% |
| YTD | +57.4% | +55.0% | +2.4% | +47.9% |
| 1Y | +34.5% | +21.2% | +13.3% | +29.2% |
| All | +34.5% | +11.1% | +23.4% | +29.2% |
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