+55.3%
BE vs OUST
+11.1%
+44.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +15.7% | -22.1% | -14.7% |
| 7D | -12.1% | -0.2% | -11.9% | -13.0% |
| 30D | -30.1% | -24.0% | -6.1% | -20.1% |
| 3M | -12.1% | -29.9% | +17.7% | +3.6% |
| 6M | -30.6% | +19.1% | -49.7% | -43.2% |
| YTD | +130.6% | +55.0% | +75.6% | +41.5% |
| 1Y | +55.3% | +21.2% | +34.1% | +16.6% |
| All | +55.3% | +11.1% | +44.2% | +16.6% |
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