+15.5%
BP vs OUST
+59.7%
-44.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.6% |
| 7D | +3.9% | +5.2% | -1.3% | +4.2% |
| 30D | +7.6% | -19.3% | +26.9% | +6.8% |
| 3M | +0.7% | -22.6% | +23.3% | -0.1% |
| 6M | +15.5% | +62.8% | -47.3% | +20.3% |
| All | +15.5% | +59.7% | -44.2% | +20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling