+51.7%
BHP vs OUST
+626.4%
-574.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.5% |
| 7D | +0.9% | +17.0% | -16.1% | -0.5% |
| 30D | -6.3% | -16.5% | +10.2% | -5.3% |
| 3M | -7.1% | -23.7% | +16.5% | -5.8% |
| 6M | -3.2% | +18.4% | -21.6% | -6.8% |
| YTD | +37.9% | +60.8% | -22.9% | +29.0% |
| 1Y | +49.7% | +44.2% | +5.5% | +40.8% |
| 3Y | +51.7% | +668.1% | -616.4% | +17.0% |
| All | +51.7% | +626.4% | -574.7% | +17.0% |
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