+179.7%
BX vs OUST
-60.6%
+240.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.7% | +31.9% | -28.2% | -0.2% |
| 30D | +8.2% | -4.2% | +12.4% | +8.1% |
| 3M | -12.7% | -9.3% | -3.4% | -12.7% |
| 6M | +1.0% | +51.7% | -50.7% | -9.5% |
| YTD | -17.2% | +76.6% | -93.8% | -28.4% |
| 1Y | -11.6% | +48.9% | -60.5% | -22.0% |
| 3Y | +36.8% | +675.3% | -638.5% | -17.5% |
| 5Y | +4.8% | -44.0% | +48.8% | -16.8% |
| All | +179.7% | -60.6% | +240.3% | +126.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling