+95.6%
BN vs OUST
+626.4%
-530.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.3% |
| 7D | +5.3% | +17.0% | -11.7% | +3.5% |
| 30D | +11.9% | -16.5% | +28.4% | +13.3% |
| 3M | -5.7% | -23.7% | +17.9% | -4.1% |
| 6M | -10.6% | +18.4% | -29.0% | -16.0% |
| YTD | -9.4% | +60.8% | -70.2% | -18.6% |
| 1Y | -8.8% | +44.2% | -53.0% | -17.3% |
| 3Y | +95.6% | +668.1% | -572.5% | +35.2% |
| All | +95.6% | +626.4% | -530.8% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling