+33.1%
BLK vs OUST
-52.5%
+85.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.9% | -5.3% | -2.7% |
| 7D | -2.9% | +12.7% | -15.6% | -4.0% |
| 30D | -3.6% | -13.6% | +10.0% | -2.5% |
| 3M | +10.1% | -8.3% | +18.4% | +8.6% |
| 6M | +15.3% | +85.0% | -69.7% | +4.4% |
| YTD | +3.5% | +73.2% | -69.8% | -6.1% |
| 1Y | +0.7% | +32.5% | -31.7% | -7.3% |
| 3Y | +68.7% | +643.8% | -575.1% | +16.5% |
| 5Y | +33.1% | -52.1% | +85.2% | +22.6% |
| All | +33.1% | -52.5% | +85.6% | +22.6% |
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 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