+116.8%
BHP vs OUST
-49.1%
+165.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.6% |
| 7D | +0.9% | +17.0% | -16.1% | -0.4% |
| 30D | -6.3% | -16.5% | +10.2% | -5.3% |
| 3M | -7.1% | -23.7% | +16.5% | -5.9% |
| 6M | -3.2% | +18.4% | -21.6% | -6.6% |
| YTD | +37.9% | +60.8% | -22.9% | +29.4% |
| 1Y | +49.7% | +44.2% | +5.5% | +41.2% |
| 3Y | +51.7% | +668.1% | -616.4% | +19.3% |
| All | +116.8% | -49.1% | +165.9% | +93.7% |
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