-44.0%
OUST vs BB
-16.9%
-27.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | +31.9% | +11.6% | +20.3% | +24.4% |
| 30D | -4.2% | +2.6% | -6.8% | -4.7% |
| 3M | -9.3% | +3.5% | -12.8% | -11.2% |
| 6M | +51.7% | +43.5% | +8.2% | +23.4% |
| YTD | +76.6% | +141.2% | -64.5% | +3.7% |
| 1Y | +48.9% | +97.4% | -48.5% | -2.2% |
| 3Y | +675.3% | +151.1% | +524.2% | +289.9% |
| 5Y | -44.0% | -12.8% | -31.3% | -46.6% |
| All | -44.0% | -16.9% | -27.1% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling