+102.8%
BEN vs OUST
-62.4%
+165.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +0.2% | +5.2% | -5.0% | -0.3% |
| 30D | -0.5% | -19.3% | +18.7% | +1.5% |
| 3M | +9.7% | -22.6% | +32.4% | +10.3% |
| 6M | +33.9% | +62.8% | -28.9% | +22.4% |
| YTD | +49.0% | +68.3% | -19.4% | +34.9% |
| 1Y | +42.1% | +28.5% | +13.6% | +30.5% |
| 3Y | +51.9% | +554.0% | -502.2% | +3.8% |
| 5Y | +39.0% | -56.2% | +95.3% | +14.7% |
| All | +102.8% | -62.4% | +165.3% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling