+27.0%
BROS vs OUST
-51.7%
+78.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | -6.7% | +5.2% | -11.9% | -7.4% |
| 30D | -29.1% | -19.3% | -9.8% | -26.9% |
| 3M | -16.7% | -22.6% | +5.9% | -16.3% |
| 6M | -11.6% | +62.8% | -74.4% | -24.1% |
| YTD | -23.9% | +68.3% | -92.3% | -35.5% |
| 1Y | -34.8% | +28.5% | -63.3% | -43.5% |
| 3Y | +62.1% | +554.0% | -492.0% | -13.4% |
| All | +27.0% | -51.7% | +78.7% | +14.0% |
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 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