+47.5%
BP vs OUST
+729.1%
-681.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -6.3% | +31.9% | -38.2% | -6.7% |
| 30D | -3.6% | -4.2% | +0.6% | -3.6% |
| 3M | +5.2% | -9.3% | +14.5% | +5.3% |
| 6M | +5.3% | +51.7% | -46.4% | +2.8% |
| YTD | +33.1% | +76.6% | -43.5% | +28.7% |
| 1Y | +26.3% | +48.9% | -22.6% | +22.7% |
| 3Y | +47.5% | +675.3% | -627.7% | +30.0% |
| All | +47.5% | +729.1% | -681.6% | +30.0% |
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 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