+92.6%
BLDR vs OUST
-68.5%
+161.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.0% | +3.2% | -4.8% |
| 7D | +3.9% | -5.0% | +8.9% | +4.3% |
| 30D | +16.5% | -32.0% | +48.5% | +20.8% |
| 3M | -13.7% | -32.4% | +18.7% | -10.8% |
| 6M | -12.2% | +6.7% | -18.9% | -16.3% |
| YTD | -36.3% | +41.0% | -77.4% | -41.9% |
| 1Y | -41.3% | +18.0% | -59.3% | -45.5% |
| 3Y | -48.3% | +560.6% | -608.9% | -64.6% |
| 5Y | -2.6% | -55.1% | +52.5% | -19.8% |
| All | +92.6% | -68.5% | +161.2% | +58.2% |
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