+56.4%
BRO vs OUST
-62.3%
+118.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.2% |
| 7D | -5.1% | +19.9% | -25.1% | -5.2% |
| 30D | +10.4% | +3.6% | +6.8% | +10.4% |
| 3M | -0.5% | -20.6% | +20.2% | -0.3% |
| 6M | +27.1% | +35.1% | -7.9% | +25.4% |
| YTD | -10.6% | +69.1% | -79.7% | -12.6% |
| 1Y | -11.1% | +49.9% | -61.1% | -13.0% |
| 3Y | -1.0% | +642.4% | -643.4% | -9.5% |
| 5Y | +13.4% | -48.3% | +61.7% | +12.5% |
| All | +56.4% | -62.3% | +118.7% | +54.5% |
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