-5.8%
BN vs OUST
+40.1%
-46.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.5% | +6.9% | -0.9% |
| 7D | -1.0% | -3.8% | +2.8% | -0.7% |
| 30D | +14.0% | +5.1% | +8.9% | +13.1% |
| 3M | -9.0% | -25.8% | +16.8% | -7.6% |
| 6M | -8.8% | -2.0% | -6.8% | -12.5% |
| YTD | -10.3% | +54.7% | -65.0% | -22.0% |
| 1Y | -5.8% | +48.8% | -54.6% | -18.1% |
| All | -5.8% | +40.1% | -46.0% | -18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling