+31.3%
BN vs OUST
-56.4%
+87.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.1% |
| 7D | +5.7% | -5.0% | +10.8% | +6.2% |
| 30D | +12.0% | -32.0% | +44.0% | +16.3% |
| 3M | -6.1% | -32.4% | +26.3% | -2.8% |
| 6M | -8.6% | +6.7% | -15.3% | -13.5% |
| YTD | -8.5% | +41.0% | -49.6% | -17.3% |
| 1Y | -8.4% | +18.0% | -26.4% | -15.7% |
| 3Y | +92.3% | +560.6% | -468.3% | +27.5% |
| 5Y | +31.3% | -55.1% | +86.5% | +13.2% |
| All | +31.3% | -56.4% | +87.7% | +13.2% |
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 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