+19.3%
BIL vs OUST
-64.1%
+83.5%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | 0.0% |
| 7D | -0.3% | +17.0% | -17.3% | -0.3% |
| 30D | 0.0% | -16.5% | +16.5% | 0.0% |
| 3M | +0.3% | -23.7% | +24.0% | +0.3% |
| 6M | +1.2% | +18.4% | -17.1% | +1.2% |
| YTD | +2.5% | +60.8% | -58.3% | +2.5% |
| 1Y | +3.0% | +44.2% | -41.2% | +3.0% |
| 3Y | +13.2% | +668.1% | -654.9% | +13.1% |
| 5Y | +19.4% | -48.8% | +68.3% | +19.4% |
| All | +19.3% | -64.1% | +83.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling