+50.3%
OUST vs BNS
+44.0%
+6.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.8% | +9.0% | +8.0% |
| 7D | +36.7% | -0.8% | +37.5% | +39.6% |
| 30D | -3.3% | +5.5% | -8.9% | -10.0% |
| 3M | -11.1% | +6.0% | -17.1% | -17.2% |
| 6M | +53.1% | +22.6% | +30.5% | +15.4% |
| YTD | +78.2% | +30.5% | +47.8% | +18.9% |
| All | +50.3% | +44.0% | +6.3% | -7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling