+27.6%
BX vs OUST
-56.2%
+83.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.3% |
| 7D | -4.4% | +5.2% | -9.6% | -5.1% |
| 30D | +0.1% | -19.3% | +19.3% | +2.7% |
| 3M | +16.0% | -22.6% | +38.7% | +16.5% |
| 6M | +21.6% | +62.8% | -41.2% | +6.9% |
| YTD | -8.9% | +68.3% | -77.2% | -20.8% |
| 1Y | -16.6% | +28.5% | -45.2% | -26.0% |
| 3Y | +43.3% | +554.0% | -510.7% | -15.9% |
| All | +27.6% | -56.2% | +83.8% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling