-1.9%
BBY vs OUST
-61.4%
+59.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -4.0% | -1.3% |
| 7D | +8.1% | +12.7% | -4.6% | +7.1% |
| 30D | +8.9% | -13.6% | +22.6% | +10.0% |
| 3M | +22.0% | -8.3% | +30.3% | +20.5% |
| 6M | +37.8% | +85.0% | -47.1% | +25.6% |
| YTD | +37.3% | +73.2% | -35.9% | +25.3% |
| 1Y | +21.6% | +32.5% | -10.9% | +12.4% |
| 3Y | +41.5% | +643.8% | -602.4% | +1.1% |
| 5Y | +1.2% | -52.1% | +53.4% | -14.1% |
| All | -1.9% | -61.4% | +59.5% | -20.3% |
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