+66.0%
BHP vs OUST
+33.5%
+32.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.6% |
| 7D | -5.0% | +5.2% | -10.2% | -5.5% |
| 30D | +1.2% | -19.3% | +20.4% | +3.1% |
| 3M | +1.8% | -22.6% | +24.5% | +2.3% |
| 6M | +18.0% | +62.8% | -44.8% | +7.3% |
| YTD | +52.7% | +68.3% | -15.6% | +37.5% |
| 1Y | +66.0% | +28.5% | +37.4% | +51.9% |
| All | +66.0% | +33.5% | +32.5% | +51.9% |
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 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