+93.5%
BLDR vs OUST
-62.4%
+155.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.7% | +0.8% | +2.3% |
| 7D | -2.8% | +5.2% | -8.1% | -3.4% |
| 30D | -13.3% | -19.3% | +6.0% | -11.5% |
| 3M | -12.3% | -22.6% | +10.4% | -11.9% |
| 6M | -31.5% | +62.8% | -94.2% | -37.6% |
| YTD | -36.1% | +68.3% | -104.4% | -42.3% |
| 1Y | -54.1% | +28.5% | -82.6% | -57.8% |
| 3Y | -55.8% | +554.0% | -609.8% | -69.5% |
| 5Y | +20.7% | -56.2% | +77.0% | -0.6% |
| All | +93.5% | -62.4% | +155.9% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling