-11.6%
BX vs OUST
+41.3%
-52.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.1% |
| 7D | +3.7% | +31.9% | -28.2% | +1.2% |
| 30D | +8.2% | -4.2% | +12.4% | +8.2% |
| 3M | -12.7% | -9.3% | -3.4% | -12.7% |
| 6M | +1.0% | +51.7% | -50.7% | -8.0% |
| YTD | -17.2% | +76.6% | -93.8% | -27.6% |
| 1Y | -11.6% | +48.9% | -60.5% | -21.1% |
| All | -11.6% | +41.3% | -52.9% | -21.1% |
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