+322.5%
BKR vs OUST
-60.6%
+383.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -9.1% | +31.9% | -41.0% | -10.9% |
| 30D | -15.3% | -4.2% | -11.1% | -15.4% |
| 3M | -25.1% | -9.3% | -15.8% | -25.0% |
| 6M | -24.6% | +51.7% | -76.3% | -28.3% |
| YTD | +6.5% | +76.6% | -70.1% | -0.3% |
| 1Y | -0.6% | +48.9% | -49.5% | -6.1% |
| 3Y | +48.0% | +675.3% | -627.2% | +17.7% |
| 5Y | +122.0% | -44.0% | +166.0% | +101.3% |
| All | +322.5% | -60.6% | +383.1% | +298.1% |
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