+14.8%
BRO vs OUST
-46.2%
+60.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | +14.0% | -17.3% | -3.4% |
| 30D | +12.4% | +2.5% | +9.9% | +12.5% |
| 3M | +0.4% | -15.3% | +15.7% | +0.6% |
| 6M | +29.6% | +42.6% | -13.0% | +27.8% |
| YTD | -9.5% | +76.6% | -86.1% | -11.6% |
| 1Y | -9.9% | +54.1% | -64.0% | -11.7% |
| 3Y | +0.2% | +675.3% | -675.0% | -8.9% |
| All | +14.8% | -46.2% | +60.9% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling