+183.2%
BX vs OUST
-60.2%
+243.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.8% | -7.0% | +2.4% |
| 7D | +3.3% | +36.7% | -33.4% | -1.1% |
| 30D | +9.6% | -3.3% | +12.9% | +9.3% |
| 3M | -8.7% | -11.1% | +2.5% | -8.4% |
| 6M | +2.2% | +53.1% | -50.8% | -8.5% |
| YTD | -16.2% | +78.2% | -94.4% | -27.6% |
| 1Y | -11.5% | +50.0% | -61.5% | -22.0% |
| 3Y | +41.0% | +836.2% | -795.2% | -17.7% |
| 5Y | +1.1% | -50.0% | +51.1% | -19.0% |
| All | +183.2% | -60.2% | +243.4% | +129.4% |
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