+50.3%
OUST vs BG
+8.4%
+41.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.1% | +8.8% | +10.9% |
| 7D | +36.7% | +7.4% | +29.3% | +37.3% |
| 30D | -3.3% | -1.5% | -1.8% | -3.9% |
| 3M | -11.1% | -6.1% | -5.1% | -12.4% |
| 6M | +53.1% | -18.0% | +71.1% | +55.8% |
| YTD | +78.2% | +15.6% | +62.6% | +53.4% |
| All | +50.3% | +8.4% | +41.8% | +26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling