-1.8%
BROS vs OUST
-48.9%
+47.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +10.8% | -4.2% | +4.9% |
| 7D | -17.9% | +36.7% | -54.6% | -22.0% |
| 30D | -5.4% | -3.3% | -2.0% | -5.5% |
| 3M | -32.1% | -11.1% | -20.9% | -31.8% |
| 6M | -31.7% | +53.1% | -84.7% | -40.9% |
| YTD | -41.2% | +78.2% | -119.4% | -51.2% |
| 1Y | -32.6% | +50.0% | -82.6% | -42.6% |
| 3Y | +32.7% | +836.2% | -803.5% | -34.6% |
| 5Y | -44.2% | -50.0% | +5.7% | -53.1% |
| All | -1.8% | -48.9% | +47.1% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling