+112.5%
BEN vs OUST
-65.5%
+178.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +9.0% | +1.4% |
| 7D | +6.8% | -3.8% | +10.6% | +7.2% |
| 30D | +18.0% | +5.1% | +12.9% | +16.9% |
| 3M | +7.5% | -25.8% | +33.3% | +10.0% |
| 6M | +14.7% | -2.0% | +16.7% | +11.2% |
| YTD | +56.1% | +54.7% | +1.4% | +41.7% |
| 1Y | +69.6% | +48.8% | +20.8% | +54.1% |
| 3Y | +87.7% | +607.8% | -520.1% | +26.7% |
| 5Y | +28.6% | -52.7% | +81.4% | +6.0% |
| All | +112.5% | -65.5% | +178.0% | +74.6% |
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 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