-9.4%
BLDR vs OUST
-53.0%
+43.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.5% | +9.5% | +1.9% |
| 7D | -3.0% | -3.8% | +0.8% | -2.6% |
| 30D | +20.1% | +5.1% | +15.1% | +18.6% |
| 3M | -17.5% | -25.8% | +8.3% | -15.7% |
| 6M | -16.1% | -2.0% | -14.1% | -19.2% |
| YTD | -41.0% | +54.7% | -95.7% | -47.2% |
| 1Y | -41.6% | +48.8% | -90.4% | -47.6% |
| 3Y | -50.8% | +607.8% | -658.6% | -68.1% |
| All | -9.4% | -53.0% | +43.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling