+460.2%
BKR vs OUST
-62.6%
+522.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | -0.2% |
| 7D | -1.5% | +4.0% | -5.6% | -1.8% |
| 30D | -0.7% | -14.0% | +13.3% | +0.2% |
| 3M | +0.5% | -5.9% | +6.4% | -0.4% |
| 6M | +6.6% | +76.4% | -69.7% | +0.5% |
| YTD | +41.3% | +67.5% | -26.2% | +33.2% |
| 1Y | +42.2% | +27.1% | +15.1% | +35.2% |
| 3Y | +83.4% | +619.0% | -535.6% | +46.7% |
| 5Y | +203.6% | -54.9% | +258.5% | +180.3% |
| All | +460.2% | -62.6% | +522.8% | +431.9% |
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