+64.4%
BROS vs OUST
+554.0%
-489.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | -6.7% | +5.2% | -11.9% | -7.3% |
| 30D | -29.1% | -19.3% | -9.8% | -27.3% |
| 3M | -16.7% | -22.6% | +5.9% | -16.3% |
| 6M | -11.6% | +62.8% | -74.4% | -21.8% |
| YTD | -23.9% | +68.3% | -92.3% | -33.5% |
| 1Y | -34.8% | +28.5% | -63.3% | -41.9% |
| All | +64.4% | +554.0% | -489.6% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling