+128.8%
BLK vs OUST
-60.2%
+189.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.8% | -7.8% | +2.1% |
| 7D | +4.1% | +36.7% | -32.6% | +1.1% |
| 30D | +12.2% | -3.3% | +15.6% | +12.1% |
| 3M | +7.4% | -11.1% | +18.6% | +7.6% |
| 6M | +13.2% | +53.1% | -39.9% | +5.1% |
| YTD | +15.4% | +78.2% | -62.9% | +4.4% |
| 1Y | +14.6% | +50.0% | -35.4% | +5.2% |
| 3Y | +99.2% | +836.2% | -736.9% | +38.7% |
| 5Y | +41.9% | -50.0% | +91.8% | +19.9% |
| All | +128.8% | -60.2% | +189.0% | +101.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling