-7.9%
BROS vs OUST
-53.9%
+46.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.0% | -16.3% | -4.6% |
| 7D | -21.2% | +17.0% | -38.2% | -23.3% |
| 30D | -11.6% | -16.5% | +4.9% | -9.6% |
| 3M | -36.7% | -23.7% | -13.0% | -34.8% |
| 6M | -42.8% | +18.4% | -61.2% | -48.2% |
| YTD | -44.8% | +60.8% | -105.6% | -53.5% |
| 1Y | -36.5% | +44.2% | -80.7% | -45.7% |
| 3Y | +27.0% | +668.1% | -641.1% | -35.0% |
| 5Y | -50.3% | -48.8% | -1.5% | -55.3% |
| All | -7.9% | -53.9% | +46.0% | -17.7% |
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