-60.2%
OUST vs BB
+99.6%
-159.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +5.5% | +5.4% | +8.7% |
| 7D | +36.7% | +15.0% | +21.7% | +30.3% |
| 30D | -3.3% | +3.5% | -6.8% | -3.7% |
| 3M | -11.1% | +2.7% | -13.8% | -11.6% |
| 6M | +53.1% | +44.7% | +8.3% | +36.7% |
| YTD | +78.2% | +143.3% | -65.0% | +32.0% |
| 1Y | +50.0% | +102.2% | -52.2% | +18.0% |
| 3Y | +836.2% | +156.1% | +680.1% | +554.6% |
| 5Y | -50.0% | -17.6% | -32.4% | -58.9% |
| All | -60.2% | +99.6% | -159.8% | -67.0% |
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