+30.3%
BN vs OUST
-49.1%
+79.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.5% |
| 7D | +5.3% | +17.0% | -11.7% | +3.3% |
| 30D | +11.9% | -16.5% | +28.4% | +13.5% |
| 3M | -5.7% | -23.7% | +17.9% | -3.9% |
| 6M | -10.6% | +18.4% | -29.0% | -16.5% |
| YTD | -9.4% | +60.8% | -70.2% | -19.3% |
| 1Y | -8.8% | +44.2% | -53.0% | -18.0% |
| 3Y | +95.6% | +668.1% | -572.5% | +27.3% |
| All | +30.3% | -49.1% | +79.4% | +11.6% |
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