-29.1%
BRO vs OUST
+24.9%
-54.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.3% | -3.0% | -4.3% | -7.5% |
| 30D | -6.9% | -23.4% | +16.5% | -8.0% |
| 3M | +10.7% | -10.8% | +21.5% | +10.7% |
| 6M | -2.7% | +42.7% | -45.4% | -2.4% |
| YTD | -16.3% | +63.3% | -79.6% | -16.0% |
| 1Y | -29.1% | +15.0% | -44.1% | -26.2% |
| All | -29.1% | +24.9% | -54.0% | -26.2% |
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 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