-39.5%
BROS vs OUST
+2.5%
-42.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.0% | -12.4% | -20.9% |
| 7D | -21.4% | -5.0% | -16.4% | -21.0% |
| 30D | -11.5% | -32.0% | +20.5% | -10.1% |
| 3M | -47.4% | -32.4% | -15.0% | -46.6% |
| 6M | -39.5% | +6.7% | -46.2% | -39.6% |
| All | -39.5% | +2.5% | -42.0% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling