+151.8%
BHP vs OUST
-60.6%
+212.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.4% | +14.0% | -11.6% | +1.3% |
| 30D | -5.4% | +2.5% | -7.9% | -5.9% |
| 3M | -6.9% | -15.3% | +8.5% | -6.3% |
| 6M | -4.3% | +42.6% | -46.9% | -8.7% |
| YTD | +41.6% | +76.6% | -35.0% | +32.3% |
| 1Y | +53.3% | +54.1% | -0.7% | +44.2% |
| 3Y | +58.4% | +675.3% | -616.9% | +26.1% |
| 5Y | +121.3% | -45.1% | +166.4% | +93.3% |
| All | +151.8% | -60.6% | +212.4% | +125.2% |
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