-49.4%
BLDR vs OUST
+729.1%
-778.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.5% |
| 7D | -1.1% | +31.9% | -33.0% | -3.7% |
| 30D | +19.1% | -4.2% | +23.3% | +19.0% |
| 3M | -12.6% | -9.3% | -3.3% | -12.5% |
| 6M | -18.7% | +51.7% | -70.4% | -25.0% |
| YTD | -38.8% | +76.6% | -115.5% | -45.2% |
| 1Y | -41.2% | +48.9% | -90.1% | -46.5% |
| 3Y | -49.4% | +675.3% | -724.6% | -65.3% |
| All | -49.4% | +729.1% | -778.4% | -65.3% |
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 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