+148.9%
BHP vs OUST
-60.6%
+209.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +3.8% | +31.9% | -28.1% | +1.6% |
| 30D | -6.5% | -4.2% | -2.3% | -6.5% |
| 3M | -8.5% | -9.3% | +0.8% | -8.5% |
| 6M | -2.2% | +51.7% | -53.8% | -7.0% |
| YTD | +40.0% | +76.6% | -36.6% | +30.8% |
| 1Y | +51.3% | +48.9% | +2.4% | +42.7% |
| 3Y | +56.5% | +675.3% | -618.7% | +24.6% |
| 5Y | +130.2% | -44.0% | +174.2% | +100.9% |
| All | +148.9% | -60.6% | +209.5% | +122.7% |
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 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