+52.3%
BDX vs OUST
+11.1%
+41.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +15.7% | -10.2% | +6.1% |
| 7D | +7.2% | -0.2% | +7.4% | +7.1% |
| 30D | +15.8% | -24.0% | +39.8% | +14.6% |
| 3M | +23.7% | -29.9% | +53.6% | +22.3% |
| 6M | +44.8% | +19.1% | +25.7% | +45.6% |
| YTD | +39.8% | +55.0% | -15.2% | +39.9% |
| 1Y | +52.3% | +21.2% | +31.2% | +54.0% |
| All | +52.3% | +11.1% | +41.3% | +54.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling