+85.1%
BLDR vs OUST
-60.6%
+145.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -1.1% | +31.9% | -33.0% | -4.0% |
| 30D | +19.1% | -4.2% | +23.3% | +18.9% |
| 3M | -12.6% | -9.3% | -3.3% | -12.6% |
| 6M | -18.7% | +51.7% | -70.4% | -25.4% |
| YTD | -38.8% | +76.6% | -115.5% | -45.5% |
| 1Y | -41.2% | +48.9% | -90.1% | -46.8% |
| 3Y | -49.4% | +675.3% | -724.6% | -65.9% |
| 5Y | -6.0% | -44.0% | +38.1% | -24.4% |
| All | +85.1% | -60.6% | +145.7% | +48.3% |
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