+813.9%
BE vs OUST
-60.6%
+874.5%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +13.0% | +13.0% |
| 7D | +4.5% | +14.0% | -9.4% | +0.3% |
| 30D | -20.1% | +2.5% | -22.7% | -21.3% |
| 3M | -0.8% | -15.3% | +14.5% | +4.0% |
| 6M | -26.2% | +42.6% | -68.8% | -36.3% |
| YTD | +141.1% | +76.6% | +64.5% | +92.0% |
| 1Y | +64.8% | +54.1% | +10.8% | +38.4% |
| 3Y | +1,887.4% | +675.3% | +1,212.1% | +733.3% |
| 5Y | +518.1% | -45.1% | +563.2% | +444.1% |
| All | +813.9% | -60.6% | +874.5% | +763.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling