+141.5%
BN vs OUST
-65.4%
+207.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +15.7% | -9.7% | +4.4% |
| 7D | +12.0% | -0.2% | +12.2% | +11.8% |
| 30D | +17.0% | -24.0% | +41.0% | +19.8% |
| 3M | -3.2% | -29.9% | +26.7% | -0.5% |
| 6M | -3.9% | +19.1% | -23.0% | -9.5% |
| YTD | -5.6% | +55.0% | -60.6% | -14.6% |
| 1Y | -4.7% | +21.2% | -25.9% | -11.8% |
| 3Y | +98.4% | +626.0% | -527.5% | +37.6% |
| 5Y | +37.8% | -51.6% | +89.4% | +11.5% |
| All | +141.5% | -65.4% | +207.0% | +88.1% |
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