+87.5%
BBY vs OUST
+659.3%
-571.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.2% | +2.6% | -1.4% |
| 7D | +4.0% | +19.9% | -15.9% | +2.9% |
| 30D | +17.6% | +3.6% | +14.0% | +17.0% |
| 3M | +25.9% | -20.6% | +46.5% | +26.8% |
| 6M | +85.1% | +35.1% | +50.1% | +75.8% |
| YTD | +60.6% | +69.1% | -8.5% | +48.3% |
| 1Y | +40.2% | +49.9% | -9.8% | +30.4% |
| All | +87.5% | +659.3% | -571.9% | +36.2% |
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 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