+607.8%
OUST vs BG
+6.5%
+601.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.7% | -10.2% | -8.8% |
| 7D | -3.8% | +2.6% | -6.4% | -4.2% |
| 30D | +5.1% | -6.7% | +11.7% | +6.0% |
| 3M | -25.8% | -9.3% | -16.6% | -25.1% |
| 6M | -2.0% | -18.3% | +16.3% | +1.2% |
| YTD | +54.7% | +16.2% | +38.5% | +44.3% |
| 1Y | +48.8% | +7.6% | +41.2% | +41.4% |
| 3Y | +607.8% | +6.6% | +601.3% | +638.0% |
| All | +607.8% | +6.5% | +601.4% | +638.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling