+137.6%
BN vs OUST
-60.6%
+198.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | +4.3% | +31.9% | -27.6% | +1.2% |
| 30D | +14.3% | -4.2% | +18.5% | +14.2% |
| 3M | -4.1% | -9.3% | +5.2% | -4.1% |
| 6M | -9.7% | +51.7% | -61.3% | -17.1% |
| YTD | -7.1% | +76.6% | -83.8% | -17.2% |
| 1Y | -7.4% | +48.9% | -56.3% | -16.1% |
| 3Y | +102.3% | +675.3% | -572.9% | +39.5% |
| 5Y | +35.9% | -44.0% | +80.0% | +8.3% |
| All | +137.6% | -60.6% | +198.2% | +82.3% |
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