+98.8%
BKNG vs OUST
-52.5%
+151.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.9% | -9.6% | -6.9% |
| 7D | -7.9% | +12.7% | -20.6% | -8.5% |
| 30D | -15.9% | -13.6% | -2.3% | -15.3% |
| 3M | +11.1% | -8.3% | +19.4% | +9.8% |
| 6M | -0.7% | +85.0% | -85.6% | -7.9% |
| YTD | -15.4% | +73.2% | -88.7% | -21.5% |
| 1Y | -18.5% | +32.5% | -51.0% | -23.7% |
| 3Y | +46.5% | +643.8% | -597.4% | +9.5% |
| 5Y | +98.8% | -52.1% | +150.9% | +85.6% |
| All | +98.8% | -52.5% | +151.3% | +85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling