+27.1%
OUST vs BNS
+46.9%
-19.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.1% |
| 7D | +4.0% | -1.3% | +5.3% | +6.1% |
| 30D | -14.0% | +4.0% | -18.0% | -19.0% |
| 3M | -5.9% | +13.8% | -19.7% | -23.8% |
| 6M | +76.4% | +32.7% | +43.7% | +9.8% |
| YTD | +67.5% | +27.6% | +39.9% | +9.6% |
| 1Y | +27.1% | +47.4% | -20.3% | -44.1% |
| All | +27.1% | +46.9% | -19.8% | -44.1% |
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