-60.2%
OUST vs BG
+140.2%
-200.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.8% | +10.4% |
| 7D | +36.7% | +7.4% | +29.3% | +34.7% |
| 30D | -3.3% | -1.5% | -1.8% | -3.1% |
| 3M | -11.1% | -6.1% | -5.1% | -10.6% |
| 6M | +53.1% | -18.0% | +71.1% | +58.5% |
| YTD | +78.2% | +15.6% | +62.6% | +67.6% |
| 1Y | +50.0% | +9.6% | +40.5% | +42.9% |
| 3Y | +836.2% | +6.3% | +829.9% | +788.6% |
| 5Y | -50.0% | +24.6% | -74.5% | -57.8% |
| All | -60.2% | +140.2% | -200.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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