-50.2%
BLDR vs OUST
+626.4%
-676.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -5.8% |
| 7D | -3.7% | +17.0% | -20.6% | -5.2% |
| 30D | +16.8% | -16.5% | +33.3% | +18.2% |
| 3M | -13.7% | -23.7% | +9.9% | -12.3% |
| 6M | -21.9% | +18.4% | -40.2% | -26.2% |
| YTD | -39.2% | +60.8% | -100.0% | -45.1% |
| 1Y | -42.6% | +44.2% | -86.8% | -47.7% |
| 3Y | -50.2% | +668.1% | -718.3% | -66.5% |
| All | -50.2% | +626.4% | -676.6% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling