+10.6%
BDX vs OUST
+626.4%
-615.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -0.8% |
| 7D | +7.1% | +17.0% | -9.9% | +7.0% |
| 30D | +17.6% | -16.5% | +34.1% | +17.6% |
| 3M | +20.4% | -23.7% | +44.0% | +20.4% |
| 6M | +48.3% | +18.4% | +29.9% | +46.8% |
| YTD | +41.6% | +60.8% | -19.2% | +38.7% |
| 1Y | +55.7% | +44.2% | +11.5% | +52.9% |
| 3Y | +10.6% | +668.1% | -657.5% | -3.8% |
| All | +10.6% | +626.4% | -615.8% | -3.8% |
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