+215.7%
BKR vs OUST
-52.5%
+268.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.5% |
| 7D | +0.4% | +12.7% | -12.3% | -0.4% |
| 30D | +3.9% | -13.6% | +17.5% | +4.7% |
| 3M | -1.1% | -8.3% | +7.2% | -1.8% |
| 6M | +7.6% | +85.0% | -77.3% | +1.2% |
| YTD | +41.9% | +73.2% | -31.4% | +33.5% |
| 1Y | +42.2% | +32.5% | +9.8% | +34.9% |
| 3Y | +84.3% | +643.8% | -559.6% | +46.9% |
| 5Y | +215.7% | -52.1% | +267.8% | +222.3% |
| All | +215.7% | -52.5% | +268.2% | +222.3% |
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