+1,574.6%
BE vs OUST
+554.0%
+1,020.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.7% | +6.8% |
| 7D | +20.0% | +5.2% | +14.7% | +17.9% |
| 30D | +7.9% | -19.3% | +27.2% | +15.8% |
| 3M | -13.2% | -22.6% | +9.4% | -6.9% |
| 6M | +53.5% | +62.8% | -9.3% | +27.5% |
| YTD | +191.0% | +68.3% | +122.7% | +137.7% |
| 1Y | +360.5% | +28.5% | +332.0% | +304.4% |
| All | +1,574.6% | +554.0% | +1,020.6% | +710.7% |
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