+214.9%
OUST vs BIYA
-99.9%
+314.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.9% | +13.1% | +14.0% |
| 7D | +17.0% | -10.5% | +27.5% | +17.1% |
| 30D | -16.5% | -51.7% | +35.2% | -16.2% |
| 3M | -23.7% | -60.8% | +37.1% | -23.1% |
| 6M | +18.4% | -90.6% | +109.0% | +16.4% |
| YTD | +60.8% | -97.1% | +157.9% | +58.6% |
| 1Y | +44.2% | -99.1% | +143.3% | +40.7% |
| All | +214.9% | -99.9% | +314.8% | +200.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling