+119.6%
BHP vs OUST
-53.0%
+172.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.5% | +7.3% | -0.6% |
| 7D | -0.5% | -3.8% | +3.3% | -0.2% |
| 30D | -4.5% | +5.1% | -9.6% | -5.2% |
| 3M | -6.9% | -25.8% | +18.9% | -5.4% |
| 6M | -10.6% | -2.0% | -8.5% | -12.3% |
| YTD | +37.2% | +54.7% | -17.5% | +29.1% |
| 1Y | +48.0% | +48.8% | -0.8% | +39.4% |
| 3Y | +52.6% | +607.8% | -555.3% | +20.6% |
| All | +119.6% | -53.0% | +172.6% | +108.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling