+249.1%
BP vs OUST
-60.2%
+309.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.7% | -0.1% |
| 7D | -6.9% | +36.7% | -43.5% | -7.6% |
| 30D | -3.6% | -3.3% | -0.3% | -3.6% |
| 3M | +8.4% | -11.1% | +19.6% | +8.5% |
| 6M | +5.3% | +53.1% | -47.7% | +2.7% |
| YTD | +33.2% | +78.2% | -45.1% | +28.5% |
| 1Y | +28.2% | +50.0% | -21.8% | +24.3% |
| 3Y | +49.2% | +836.2% | -786.9% | +31.1% |
| 5Y | +102.9% | -50.0% | +152.8% | +91.1% |
| All | +249.1% | -60.2% | +309.3% | +225.6% |
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 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