+250.0%
BP vs OUST
-68.5%
+318.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.0% | +7.0% | -1.8% |
| 7D | -11.2% | -5.0% | -6.2% | -11.2% |
| 30D | -0.7% | -32.0% | +31.4% | +0.1% |
| 3M | +9.8% | -32.4% | +42.2% | +10.6% |
| 6M | -1.6% | +6.7% | -8.3% | -3.2% |
| YTD | +33.5% | +41.0% | -7.5% | +29.5% |
| 1Y | +31.7% | +18.0% | +13.8% | +28.5% |
| 3Y | +45.1% | +560.6% | -515.5% | +28.7% |
| 5Y | +105.9% | -55.1% | +161.0% | +94.1% |
| All | +250.0% | -68.5% | +318.5% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling