-12.8%
BKNG vs OUST
+33.5%
-46.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -6.0% | +5.2% | -11.2% | -6.0% |
| 30D | -6.6% | -19.3% | +12.6% | -6.8% |
| 3M | +15.7% | -22.6% | +38.3% | +15.2% |
| 6M | +14.1% | +62.8% | -48.6% | +10.2% |
| YTD | -9.3% | +68.3% | -77.7% | -12.7% |
| 1Y | -12.8% | +28.5% | -41.3% | -14.7% |
| All | -12.8% | +33.5% | -46.3% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling