+177.4%
BHP vs OUST
-62.4%
+239.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.7% |
| 3M | +4.1% | -22.6% | +26.7% | +4.5% |
| 6M | +20.6% | +62.8% | -42.2% | +14.2% |
| YTD | +56.1% | +68.3% | -12.3% | +47.0% |
| 1Y | +69.6% | +28.5% | +41.1% | +61.1% |
| 3Y | +78.8% | +554.0% | -475.2% | +44.1% |
| 5Y | +113.1% | -56.2% | +169.3% | +89.0% |
| All | +177.4% | -62.4% | +239.8% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling