+655.8%
BE vs OUST
-64.1%
+720.0%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +14.0% | -10.6% | -1.4% |
| 7D | -14.7% | +17.0% | -31.7% | -19.7% |
| 30D | -40.5% | -16.5% | -24.0% | -37.2% |
| 3M | -24.3% | -23.7% | -0.7% | -18.0% |
| 6M | -39.3% | +18.4% | -57.7% | -44.4% |
| YTD | +99.4% | +60.8% | +38.6% | +63.7% |
| 1Y | +26.6% | +44.2% | -17.6% | +8.6% |
| 3Y | +1,616.9% | +668.1% | +948.8% | +614.6% |
| 5Y | +441.4% | -48.8% | +490.2% | +385.4% |
| All | +655.8% | -64.1% | +720.0% | +636.2% |
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 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