+99.0%
BEN vs OUST
-64.1%
+163.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +14.0% | -9.3% | +3.2% |
| 7D | +6.6% | +17.0% | -10.4% | +4.7% |
| 30D | +3.8% | -16.5% | +20.3% | +5.4% |
| 3M | +0.2% | -23.7% | +23.9% | +2.2% |
| 6M | +10.4% | +18.4% | -7.9% | +4.4% |
| YTD | +46.2% | +60.8% | -14.6% | +32.2% |
| 1Y | +52.3% | +44.2% | +8.1% | +38.8% |
| 3Y | +65.9% | +668.1% | -602.2% | +10.8% |
| 5Y | +20.6% | -48.8% | +69.4% | -1.3% |
| All | +99.0% | -64.1% | +163.1% | +62.9% |
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