+48.8%
OUST vs BB
+99.6%
-50.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -2.4% | -6.1% | -6.8% |
| 7D | -3.8% | +1.8% | -5.6% | -4.7% |
| 30D | +5.1% | +8.1% | -3.1% | +1.0% |
| 3M | -25.8% | -1.0% | -24.8% | -25.1% |
| 6M | -2.0% | +45.9% | -47.9% | -10.3% |
| YTD | +54.7% | +134.8% | -80.1% | +4.3% |
| 1Y | +48.8% | +104.6% | -55.8% | +5.2% |
| All | +48.8% | +99.6% | -50.8% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling