+125.5%
BN vs OUST
-62.4%
+187.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.4% |
| 7D | -2.5% | +5.2% | -7.7% | -3.0% |
| 30D | -9.5% | -19.3% | +9.8% | -7.7% |
| 3M | -10.4% | -22.6% | +12.3% | -10.1% |
| 6M | -6.4% | +62.8% | -69.1% | -14.7% |
| YTD | -11.9% | +68.3% | -80.2% | -20.4% |
| 1Y | -8.6% | +28.5% | -37.2% | -16.2% |
| 3Y | +77.6% | +554.0% | -476.5% | +24.9% |
| 5Y | +37.0% | -56.2% | +93.2% | +11.2% |
| All | +125.5% | -62.4% | +187.9% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling