+58.0%
BKNG vs OUST
-50.0%
+108.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.1% | +1.1% |
| 7D | +6.3% | +36.7% | -30.3% | +4.3% |
| 30D | +2.0% | -3.3% | +5.3% | +1.8% |
| 3M | -23.6% | -11.1% | -12.4% | -23.5% |
| 6M | -1.0% | +53.1% | -54.0% | -6.7% |
| YTD | -23.1% | +78.2% | -101.4% | -29.1% |
| 1Y | -16.5% | +50.0% | -66.5% | -22.2% |
| 3Y | +39.0% | +836.2% | -797.2% | +1.3% |
| 5Y | +58.0% | -50.0% | +108.0% | +44.2% |
| All | +58.0% | -50.0% | +108.0% | +44.2% |
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