-5.8%
BROS vs OUST
-59.6%
+53.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.0% | -12.4% | -20.0% |
| 7D | -21.4% | -5.0% | -16.4% | -20.7% |
| 30D | -11.5% | -32.0% | +20.5% | -6.3% |
| 3M | -47.4% | -32.4% | -15.0% | -44.7% |
| 6M | -39.5% | +6.7% | -46.2% | -44.3% |
| YTD | -43.5% | +41.0% | -84.6% | -51.2% |
| 1Y | -37.8% | +18.0% | -55.8% | -44.8% |
| 3Y | +30.5% | +560.6% | -530.1% | -31.3% |
| 5Y | -49.1% | -55.1% | +6.0% | -53.2% |
| All | -5.8% | -59.6% | +53.8% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling