-42.6%
BLDR vs OUST
+32.6%
-75.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -5.5% |
| 7D | -3.7% | +17.0% | -20.6% | -4.8% |
| 30D | +16.8% | -16.5% | +33.3% | +18.1% |
| 3M | -13.7% | -23.7% | +9.9% | -12.4% |
| 6M | -21.9% | +18.4% | -40.2% | -26.2% |
| YTD | -39.2% | +60.8% | -100.0% | -45.2% |
| 1Y | -42.6% | +44.2% | -86.8% | -47.6% |
| All | -42.6% | +32.6% | -75.2% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling