+248.6%
BP vs OUST
-64.1%
+312.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.7% |
| 7D | -11.6% | +17.0% | -28.6% | -12.0% |
| 30D | 0.0% | -16.5% | +16.5% | +0.3% |
| 3M | +6.7% | -23.7% | +30.4% | +7.2% |
| 6M | +2.2% | +18.4% | -16.2% | +0.3% |
| YTD | +33.0% | +60.8% | -27.8% | +28.7% |
| 1Y | +30.7% | +44.2% | -13.5% | +26.8% |
| 3Y | +44.2% | +668.1% | -623.9% | +27.4% |
| 5Y | +105.1% | -48.8% | +154.0% | +92.8% |
| All | +248.6% | -64.1% | +312.8% | +226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling