+243.0%
BP vs OUST
-62.4%
+305.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.5% |
| 7D | +3.9% | +5.2% | -1.3% | +3.8% |
| 30D | +7.6% | -19.3% | +26.9% | +8.1% |
| 3M | +0.7% | -22.6% | +23.3% | +0.7% |
| 6M | +15.5% | +62.8% | -47.3% | +12.2% |
| YTD | +30.8% | +68.3% | -37.5% | +26.7% |
| 1Y | +34.3% | +28.5% | +5.8% | +30.6% |
| 3Y | +35.1% | +554.0% | -519.0% | +20.1% |
| 5Y | +126.8% | -56.2% | +183.0% | +114.6% |
| All | +243.0% | -62.4% | +305.4% | +221.0% |
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 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