+51.3%
BHP vs OUST
+41.3%
+10.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +3.8% | +31.9% | -28.1% | +0.1% |
| 30D | -6.5% | -4.2% | -2.3% | -6.6% |
| 3M | -8.5% | -9.3% | +0.8% | -8.6% |
| 6M | -2.2% | +51.7% | -53.8% | -12.1% |
| YTD | +40.0% | +76.6% | -36.6% | +19.5% |
| 1Y | +51.3% | +48.9% | +2.4% | +32.4% |
| All | +51.3% | +41.3% | +10.0% | +32.4% |
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