+28.8%
BEN vs OUST
-50.0%
+78.8%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.8% | -4.5% | +5.1% |
| 7D | +12.2% | +36.7% | -24.5% | +8.2% |
| 30D | +12.1% | -3.3% | +15.4% | +12.0% |
| 3M | +7.3% | -11.1% | +18.4% | +7.7% |
| 6M | +17.9% | +53.1% | -35.2% | +7.9% |
| YTD | +55.4% | +78.2% | -22.8% | +37.9% |
| 1Y | +69.3% | +50.0% | +19.3% | +52.7% |
| 3Y | +82.8% | +836.2% | -753.3% | +13.8% |
| 5Y | +28.8% | -50.0% | +78.8% | +14.0% |
| All | +28.8% | -50.0% | +78.8% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling