+122.0%
BLK vs OUST
-64.1%
+186.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -0.5% |
| 7D | +2.7% | +17.0% | -14.3% | +1.2% |
| 30D | +10.2% | -16.5% | +26.7% | +11.5% |
| 3M | +4.9% | -23.7% | +28.6% | +6.5% |
| 6M | +11.0% | +18.4% | -7.4% | +5.4% |
| YTD | +11.9% | +60.8% | -48.8% | +2.3% |
| 1Y | +12.6% | +44.2% | -31.6% | +3.7% |
| 3Y | +92.9% | +668.1% | -575.2% | +36.9% |
| 5Y | +39.3% | -48.8% | +88.2% | +18.1% |
| All | +122.0% | -64.1% | +186.1% | +97.5% |
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