+29.1%
BDX vs OUST
-64.1%
+93.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -0.9% |
| 7D | +7.1% | +17.0% | -9.9% | +6.9% |
| 30D | +17.6% | -16.5% | +34.1% | +17.7% |
| 3M | +20.4% | -23.7% | +44.0% | +20.5% |
| 6M | +48.3% | +18.4% | +29.9% | +47.0% |
| YTD | +41.6% | +60.8% | -19.2% | +39.4% |
| 1Y | +55.7% | +44.2% | +11.5% | +53.5% |
| 3Y | +10.6% | +668.1% | -657.5% | +4.1% |
| 5Y | +24.0% | -48.8% | +72.8% | +14.3% |
| All | +29.1% | -64.1% | +93.2% | +18.2% |
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