-43.4%
BROS vs OUST
-49.4%
+6.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.8% |
| 7D | -19.0% | +31.9% | -50.9% | -22.7% |
| 30D | -7.3% | -4.2% | -3.0% | -7.2% |
| 3M | -31.2% | -9.3% | -21.9% | -31.1% |
| 6M | -33.0% | +51.7% | -84.7% | -42.3% |
| YTD | -42.4% | +76.6% | -119.0% | -52.4% |
| 1Y | -37.7% | +48.9% | -86.6% | -47.3% |
| 3Y | +28.2% | +675.3% | -647.1% | -36.0% |
| 5Y | -43.4% | -44.0% | +0.7% | -31.7% |
| All | -43.4% | -49.4% | +6.1% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling