+83.9%
BLDR vs OUST
-64.1%
+148.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -6.0% |
| 7D | -3.7% | +17.0% | -20.6% | -5.4% |
| 30D | +16.8% | -16.5% | +33.3% | +18.3% |
| 3M | -13.7% | -23.7% | +9.9% | -12.2% |
| 6M | -21.9% | +18.4% | -40.2% | -26.5% |
| YTD | -39.2% | +60.8% | -100.0% | -45.3% |
| 1Y | -42.6% | +44.2% | -86.8% | -48.0% |
| 3Y | -50.2% | +668.1% | -718.3% | -66.5% |
| 5Y | -7.0% | -48.8% | +41.8% | -24.5% |
| All | +83.9% | -64.1% | +148.1% | +48.8% |
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