+51.3%
BKR vs OUST
+794.9%
-743.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.8% | -9.6% | +0.5% |
| 7D | -8.7% | +36.7% | -45.3% | -10.7% |
| 30D | -14.6% | -3.3% | -11.2% | -14.7% |
| 3M | -21.3% | -11.1% | -10.2% | -21.2% |
| 6M | -23.9% | +53.1% | -76.9% | -27.6% |
| YTD | +7.5% | +78.2% | -70.7% | +0.7% |
| 1Y | +2.3% | +50.0% | -47.7% | -3.4% |
| 3Y | +51.3% | +836.2% | -784.9% | +18.6% |
| All | +51.3% | +794.9% | -743.6% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling