+617.1%
OUST vs BG
+16.9%
+600.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +1.9% |
| 7D | +5.2% | +2.8% | +2.4% | +4.6% |
| 30D | -19.3% | +12.0% | -31.3% | -21.2% |
| 3M | -22.6% | -7.7% | -14.9% | -20.8% |
| 6M | +62.8% | +4.5% | +58.3% | +60.0% |
| YTD | +68.3% | +35.7% | +32.7% | +53.3% |
| 1Y | +28.5% | +50.1% | -21.5% | +12.3% |
| All | +617.1% | +16.9% | +600.3% | +581.4% |
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 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