+249.0%
OUST vs BIYA
-99.9%
+348.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.5% | +10.8% |
| 7D | +36.7% | -7.8% | +44.5% | +36.7% |
| 30D | -3.3% | -38.5% | +35.2% | -3.1% |
| 3M | -11.1% | -59.5% | +48.4% | -10.5% |
| 6M | +53.1% | -89.2% | +142.2% | +50.7% |
| YTD | +78.2% | -97.1% | +175.3% | +75.8% |
| 1Y | +50.0% | -99.0% | +149.0% | +46.4% |
| All | +249.0% | -99.9% | +348.9% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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