-4.6%
BROS vs OUST
-49.4%
+44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -20.4% | +14.0% | -34.4% | -22.0% |
| 30D | -6.1% | +2.5% | -8.6% | -7.1% |
| 3M | -29.4% | -15.3% | -14.1% | -28.5% |
| 6M | -31.5% | +42.6% | -74.1% | -39.9% |
| YTD | -42.8% | +76.6% | -119.4% | -52.5% |
| 1Y | -37.5% | +54.1% | -91.5% | -47.1% |
| 3Y | +27.2% | +675.3% | -648.1% | -34.4% |
| 5Y | -47.0% | -45.1% | -1.9% | -54.3% |
| All | -4.6% | -49.4% | +44.8% | -16.0% |
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