-24.5%
BRO vs OUST
+33.5%
-58.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.2% | -1.5% |
| 7D | -2.6% | +5.2% | -7.8% | -2.3% |
| 30D | +0.9% | -19.3% | +20.2% | 0.0% |
| 3M | +24.8% | -22.6% | +47.4% | +24.6% |
| 6M | -0.1% | +62.8% | -62.9% | +0.1% |
| YTD | -9.7% | +68.3% | -78.1% | -9.6% |
| 1Y | -24.5% | +28.5% | -53.0% | -22.0% |
| All | -24.5% | +33.5% | -58.0% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling