-61.4%
OUST vs BNS
+186.4%
-247.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +4.0% | +4.2% |
| 7D | +12.7% | +1.8% | +10.9% | +10.2% |
| 30D | -13.6% | +4.5% | -18.1% | -18.2% |
| 3M | -8.3% | +15.8% | -24.1% | -23.2% |
| 6M | +85.0% | +31.5% | +53.5% | +33.9% |
| YTD | +73.2% | +28.6% | +44.6% | +29.0% |
| 1Y | +32.5% | +48.2% | -15.7% | -16.4% |
| 3Y | +643.8% | +130.8% | +513.1% | +183.6% |
| 5Y | -52.1% | +94.9% | -147.0% | -77.7% |
| All | -61.4% | +186.4% | -247.7% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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