+10.6%
BBY vs OUST
-64.1%
+74.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.0% | -13.8% | -0.9% |
| 7D | +4.2% | +17.0% | -12.8% | +2.7% |
| 30D | +17.8% | -16.5% | +34.3% | +19.0% |
| 3M | +25.8% | -23.7% | +49.5% | +27.5% |
| 6M | +73.8% | +18.4% | +55.4% | +64.9% |
| YTD | +54.7% | +60.8% | -6.0% | +41.3% |
| 1Y | +33.4% | +44.2% | -10.8% | +22.6% |
| 3Y | +72.2% | +668.1% | -595.9% | +22.0% |
| 5Y | -2.5% | -48.8% | +46.3% | -17.8% |
| All | +10.6% | -64.1% | +74.7% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling