+78.1%
BHP vs OUST
+554.0%
-476.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | -2.9% | +5.2% | -8.1% | -3.3% |
| 30D | +3.4% | -19.3% | +22.6% | +4.9% |
| 3M | +4.1% | -22.6% | +26.7% | +4.5% |
| 6M | +20.6% | +62.8% | -42.2% | +13.4% |
| YTD | +56.1% | +68.3% | -12.3% | +45.9% |
| 1Y | +69.6% | +28.5% | +41.1% | +59.9% |
| All | +78.1% | +554.0% | -476.0% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling