-10.3%
BX vs OUST
+40.1%
-50.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -8.5% | +9.9% | +2.1% |
| 7D | +0.6% | -3.8% | +4.4% | +0.8% |
| 30D | +14.2% | +5.1% | +9.2% | +13.3% |
| 3M | -18.7% | -25.8% | +7.1% | -17.4% |
| 6M | +2.5% | -2.0% | +4.5% | -1.2% |
| YTD | -18.8% | +54.7% | -73.5% | -27.8% |
| 1Y | -10.3% | +48.8% | -59.1% | -20.1% |
| All | -10.3% | +40.1% | -50.4% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling