+94.0%
BLDR vs OUST
-60.2%
+154.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.4% | +4.4% |
| 7D | -2.7% | +36.7% | -39.4% | -6.0% |
| 30D | +24.8% | -3.3% | +28.2% | +24.5% |
| 3M | -11.7% | -11.1% | -0.5% | -11.5% |
| 6M | -14.8% | +53.1% | -67.8% | -21.9% |
| YTD | -35.9% | +78.2% | -114.1% | -42.9% |
| 1Y | -39.7% | +50.0% | -89.7% | -45.5% |
| 3Y | -45.6% | +836.2% | -881.7% | -64.2% |
| 5Y | -2.5% | -50.0% | +47.4% | -21.2% |
| All | +94.0% | -60.2% | +154.3% | +55.3% |
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 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