+573.7%
OUST vs BB
+122.6%
+451.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.5% | -4.6% | -6.4% |
| 7D | -5.0% | -8.9% | +3.9% | +0.7% |
| 30D | -32.0% | -12.6% | -19.4% | -26.1% |
| 3M | -32.4% | -4.1% | -28.2% | -30.9% |
| 6M | +6.7% | +49.5% | -42.8% | -11.4% |
| YTD | +41.0% | +120.8% | -79.8% | -5.5% |
| 1Y | +18.0% | +76.2% | -58.2% | -11.6% |
| All | +573.7% | +122.6% | +451.1% | +261.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling