+0.4%
BX vs OUST
-49.1%
+49.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -2.2% |
| 7D | +1.8% | +17.0% | -15.2% | -0.6% |
| 30D | +7.9% | -16.5% | +24.4% | +9.8% |
| 3M | -9.6% | -23.7% | +14.1% | -7.4% |
| 6M | -2.3% | +18.4% | -20.6% | -10.0% |
| YTD | -19.3% | +60.8% | -80.1% | -30.1% |
| 1Y | -13.2% | +44.2% | -57.4% | -24.0% |
| 3Y | +33.8% | +668.1% | -634.3% | -24.2% |
| All | +0.4% | -49.1% | +49.4% | -2.4% |
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 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