+125.5%
BKNG vs OUST
-60.6%
+186.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -6.3% | +14.0% | -20.2% | -7.1% |
| 30D | +1.1% | +2.5% | -1.4% | +0.6% |
| 3M | -24.6% | -15.3% | -9.2% | -24.3% |
| 6M | +2.0% | +42.6% | -40.6% | -3.1% |
| YTD | -24.7% | +76.6% | -101.3% | -30.3% |
| 1Y | -20.0% | +54.1% | -74.0% | -25.4% |
| 3Y | +33.4% | +675.3% | -641.9% | +1.4% |
| 5Y | +65.4% | -45.1% | +110.5% | +46.9% |
| All | +125.5% | -60.6% | +186.1% | +108.3% |
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