+66.9%
BEN vs OUST
+50.6%
+16.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +7.2% | +14.0% | -6.8% | +5.6% |
| 30D | +14.1% | +2.5% | +11.6% | +13.2% |
| 3M | +9.9% | -15.3% | +25.2% | +10.5% |
| 6M | +17.4% | +42.6% | -25.2% | +8.3% |
| YTD | +57.3% | +76.6% | -19.3% | +39.3% |
| 1Y | +66.9% | +54.1% | +12.9% | +49.7% |
| All | +66.9% | +50.6% | +16.3% | +49.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling