-23.7%
OUST vs BNS
+4.1%
-27.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.1% |
| 7D | +17.0% | -2.2% | +19.2% | +21.8% |
| 30D | -16.5% | +5.1% | -21.6% | -19.8% |
| 3M | -23.7% | +4.7% | -28.4% | -26.9% |
| All | -23.7% | +4.1% | -27.8% | -26.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling