-65.5%
OUST vs BB
+92.6%
-158.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.4% | -6.1% | -7.6% |
| 7D | -3.8% | +1.8% | -5.6% | -4.3% |
| 30D | +5.1% | +8.1% | -3.1% | +2.9% |
| 3M | -25.8% | -1.0% | -24.8% | -25.1% |
| 6M | -2.0% | +45.9% | -47.9% | -12.3% |
| YTD | +54.7% | +134.8% | -80.1% | +16.2% |
| 1Y | +48.8% | +104.6% | -55.8% | +16.8% |
| 3Y | +607.8% | +152.8% | +455.0% | +398.8% |
| 5Y | -52.7% | -17.4% | -35.3% | -60.6% |
| All | -65.5% | +92.6% | -158.1% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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