+32.9%
BRO vs OUST
+16.4%
+16.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.5% | +10.5% | +0.9% |
| 7D | -0.3% | -3.8% | +3.5% | -0.6% |
| 30D | +11.3% | +5.1% | +6.2% | +12.9% |
| 3M | +0.7% | -25.8% | +26.5% | -0.8% |
| 6M | +32.9% | -2.0% | +34.9% | +37.3% |
| All | +32.9% | +16.4% | +16.5% | +37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling