+337.3%
BKR vs OUST
-65.5%
+402.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | +1.7% |
| 7D | +3.8% | -3.8% | +7.6% | +4.0% |
| 30D | -10.3% | +5.1% | -15.3% | -10.8% |
| 3M | -21.7% | -25.8% | +4.1% | -20.6% |
| 6M | -23.8% | -2.0% | -21.8% | -25.2% |
| YTD | +10.3% | +54.7% | -44.4% | +4.0% |
| 1Y | +5.7% | +48.8% | -43.1% | -0.2% |
| 3Y | +52.6% | +607.8% | -555.2% | +22.1% |
| 5Y | +127.1% | -52.7% | +179.8% | +108.3% |
| All | +337.3% | -65.5% | +402.8% | +315.4% |
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