+46.4%
BRO vs OUST
-63.6%
+110.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -3.0% | -4.3% | -7.3% |
| 30D | -6.9% | -23.4% | +16.5% | -6.6% |
| 3M | +10.7% | -10.8% | +21.5% | +10.3% |
| 6M | -2.7% | +42.7% | -45.4% | -4.4% |
| YTD | -16.3% | +63.3% | -79.6% | -18.2% |
| 1Y | -29.1% | +15.0% | -44.1% | -30.2% |
| 3Y | -7.8% | +610.9% | -618.7% | -15.9% |
| 5Y | +18.7% | -54.8% | +73.5% | +18.1% |
| All | +46.4% | -63.6% | +110.0% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling