-60.2%
OUST vs BNS
+190.5%
-250.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +8.6% |
| 7D | +36.7% | -0.8% | +37.5% | +39.1% |
| 30D | -3.3% | +5.5% | -8.9% | -9.0% |
| 3M | -11.1% | +6.0% | -17.1% | -16.6% |
| 6M | +53.1% | +22.6% | +30.5% | +21.1% |
| YTD | +78.2% | +30.5% | +47.8% | +31.6% |
| 1Y | +50.0% | +44.1% | +5.9% | -1.7% |
| 3Y | +836.2% | +150.8% | +685.4% | +227.8% |
| 5Y | -50.0% | +80.7% | -130.6% | -75.8% |
| All | -60.2% | +190.5% | -250.7% | -82.4% |
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