+203.0%
OUST vs BIYA
-99.9%
+302.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | 0.0% | -8.5% | -8.5% |
| 7D | -3.8% | +9.0% | -12.8% | -3.8% |
| 30D | +5.1% | -12.9% | +18.0% | +5.1% |
| 3M | -25.8% | -54.7% | +28.9% | -25.4% |
| 6M | -2.0% | -85.1% | +83.0% | -3.3% |
| YTD | +54.7% | -96.9% | +151.6% | +52.5% |
| 1Y | +48.8% | -98.5% | +147.3% | +45.8% |
| All | +203.0% | -99.9% | +302.9% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling