-0.9%
BBY vs OUST
-62.4%
+61.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +3.0% |
| 7D | +9.5% | +5.2% | +4.3% | +9.1% |
| 30D | +6.8% | -19.3% | +26.1% | +8.4% |
| 3M | +28.9% | -22.6% | +51.5% | +29.0% |
| 6M | +37.8% | +62.8% | -25.0% | +27.0% |
| YTD | +38.7% | +68.3% | -29.6% | +27.0% |
| 1Y | +23.7% | +28.5% | -4.9% | +14.7% |
| 3Y | +39.1% | +554.0% | -514.9% | +0.6% |
| 5Y | -0.4% | -56.2% | +55.8% | -15.0% |
| All | -0.9% | -62.4% | +61.6% | -19.3% |
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 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