+668.1%
OUST vs BB
+132.4%
+535.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +4.4% | +9.6% | +11.4% |
| 7D | +17.0% | +3.8% | +13.2% | +15.4% |
| 30D | -16.5% | -0.3% | -16.2% | -15.5% |
| 3M | -23.7% | -0.5% | -23.2% | -23.5% |
| 6M | +18.4% | +45.9% | -27.5% | -0.4% |
| YTD | +60.8% | +130.6% | -69.8% | +5.3% |
| 1Y | +44.2% | +89.2% | -45.0% | +4.0% |
| 3Y | +668.1% | +137.5% | +530.6% | +302.5% |
| All | +668.1% | +132.4% | +535.7% | +302.5% |
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 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