+134.0%
BN vs OUST
-68.5%
+202.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.0% | +5.9% | -2.2% |
| 7D | +5.7% | -5.0% | +10.8% | +6.1% |
| 30D | +12.0% | -32.0% | +44.0% | +16.0% |
| 3M | -6.1% | -32.4% | +26.3% | -3.1% |
| 6M | -8.6% | +6.7% | -15.3% | -13.0% |
| YTD | -8.5% | +41.0% | -49.6% | -16.4% |
| 1Y | -8.4% | +18.0% | -26.4% | -15.0% |
| 3Y | +92.3% | +560.6% | -468.3% | +34.6% |
| 5Y | +31.3% | -55.1% | +86.5% | +7.2% |
| All | +134.0% | -68.5% | +202.6% | +84.0% |
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