+44.7%
BP vs OUST
+537.2%
-492.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.0% | +7.0% | -1.9% |
| 7D | -11.2% | -5.0% | -6.2% | -11.2% |
| 30D | -0.7% | -32.0% | +31.4% | -0.2% |
| 3M | +9.8% | -32.4% | +42.2% | +10.4% |
| 6M | -1.6% | +6.7% | -8.3% | -3.3% |
| YTD | +33.5% | +41.0% | -7.5% | +29.4% |
| 1Y | +31.7% | +18.0% | +13.8% | +28.4% |
| All | +44.7% | +537.2% | -492.4% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling