+32.5%
OUST vs BG
+50.6%
-18.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.5% | +3.0% |
| 7D | +12.7% | +2.4% | +10.4% | +12.7% |
| 30D | -13.6% | +15.0% | -28.6% | -13.5% |
| 3M | -8.3% | -0.7% | -7.6% | -6.1% |
| 6M | +85.0% | +7.5% | +77.5% | +85.8% |
| YTD | +73.2% | +41.6% | +31.6% | +66.6% |
| 1Y | +32.5% | +50.7% | -18.2% | +23.3% |
| All | +32.5% | +50.6% | -18.2% | +23.3% |
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