-0.7%
BBY vs OUST
-53.0%
+52.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.2% | +1.3% |
| 7D | +4.5% | -3.8% | +8.2% | +4.8% |
| 30D | +16.8% | +5.1% | +11.7% | +15.9% |
| 3M | +23.2% | -25.8% | +49.0% | +25.2% |
| 6M | +91.9% | -2.0% | +94.0% | +85.7% |
| YTD | +61.6% | +54.7% | +6.9% | +47.2% |
| 1Y | +43.9% | +48.8% | -4.9% | +31.1% |
| 3Y | +88.6% | +607.8% | -519.2% | +30.6% |
| All | -0.7% | -53.0% | +52.4% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling