-4.7%
BRO vs OUST
+645.3%
-650.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.5% |
| 7D | -5.4% | +12.7% | -18.1% | -5.3% |
| 30D | -4.3% | -13.6% | +9.3% | -4.4% |
| 3M | +17.8% | -8.3% | +26.1% | +17.7% |
| 6M | -6.8% | +85.0% | -91.7% | -7.9% |
| YTD | -13.8% | +73.2% | -87.1% | -14.8% |
| 1Y | -27.8% | +32.5% | -60.3% | -28.3% |
| 3Y | -4.7% | +643.8% | -648.5% | -10.1% |
| All | -4.7% | +645.3% | -650.0% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling