-60.6%
OUST vs BB
+103.5%
-164.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -1.1% |
| 7D | +14.0% | +7.3% | +6.6% | +11.2% |
| 30D | +2.5% | +11.2% | -8.7% | -0.8% |
| 3M | -15.3% | +4.7% | -20.0% | -16.5% |
| 6M | +42.6% | +51.1% | -8.5% | +25.4% |
| YTD | +76.6% | +148.0% | -71.4% | +29.7% |
| 1Y | +54.1% | +106.1% | -52.1% | +20.2% |
| 3Y | +675.3% | +158.2% | +517.0% | +439.2% |
| 5Y | -45.1% | -10.8% | -34.3% | -55.4% |
| All | -60.6% | +103.5% | -164.1% | -67.5% |
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