+32.8%
BROS vs OUST
+594.6%
-561.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.5% | +15.0% | +7.5% |
| 7D | +6.3% | -3.8% | +10.1% | +6.7% |
| 30D | -8.3% | +5.1% | -13.4% | -9.3% |
| 3M | -29.8% | -25.8% | -4.0% | -27.9% |
| 6M | -25.8% | -2.0% | -23.8% | -29.1% |
| YTD | -41.4% | +54.7% | -96.1% | -48.5% |
| 1Y | -35.2% | +48.8% | -84.0% | -43.0% |
| 3Y | +32.8% | +607.8% | -575.1% | -20.7% |
| All | +32.8% | +594.6% | -561.8% | -20.7% |
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 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