+143.6%
BKNG vs OUST
-62.6%
+206.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.5% | -3.6% |
| 7D | -13.1% | +4.0% | -17.2% | -13.3% |
| 30D | -18.5% | -14.0% | -4.6% | -18.0% |
| 3M | +5.8% | -5.9% | +11.7% | +4.4% |
| 6M | -2.1% | +76.4% | -78.5% | -8.6% |
| YTD | -18.6% | +67.5% | -86.1% | -24.1% |
| 1Y | -21.7% | +27.1% | -48.8% | -26.2% |
| 3Y | +40.9% | +619.0% | -578.2% | +7.7% |
| 5Y | +91.0% | -54.9% | +145.9% | +72.0% |
| All | +143.6% | -62.6% | +206.2% | +126.7% |
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 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