+459.0%
BKR vs OUST
-62.4%
+521.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | +1.7% | +5.2% | -3.5% | +1.4% |
| 30D | +3.3% | -19.3% | +22.6% | +4.6% |
| 3M | -3.6% | -22.6% | +19.0% | -3.2% |
| 6M | +5.0% | +62.8% | -57.7% | -0.5% |
| YTD | +40.9% | +68.3% | -27.4% | +32.9% |
| 1Y | +39.2% | +28.5% | +10.7% | +32.3% |
| 3Y | +83.7% | +554.0% | -470.3% | +47.9% |
| 5Y | +207.5% | -56.2% | +263.7% | +184.4% |
| All | +459.0% | -62.4% | +521.4% | +430.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling