-1.9%
BRO vs OUST
+659.3%
-661.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.1% | -1.3% |
| 7D | -5.1% | +19.9% | -25.1% | -4.7% |
| 30D | +10.4% | +3.6% | +6.8% | +10.7% |
| 3M | -0.5% | -20.6% | +20.2% | -0.4% |
| 6M | +27.1% | +35.1% | -7.9% | +26.8% |
| YTD | -10.6% | +69.1% | -79.7% | -11.2% |
| 1Y | -11.1% | +49.9% | -61.1% | -11.6% |
| All | -1.9% | +659.3% | -661.2% | -2.3% |
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