+668.1%
OUST vs BNS
+141.7%
+526.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.1% | +14.1% | +14.1% |
| 7D | +17.0% | -2.2% | +19.2% | +21.6% |
| 30D | -16.5% | +5.1% | -21.6% | -21.7% |
| 3M | -23.7% | +4.7% | -28.4% | -27.9% |
| 6M | +18.4% | +19.0% | -0.6% | -5.6% |
| YTD | +60.8% | +28.2% | +32.6% | +15.8% |
| 1Y | +44.2% | +43.4% | +0.8% | -10.8% |
| 3Y | +668.1% | +143.1% | +525.0% | +139.9% |
| All | +668.1% | +141.7% | +526.4% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling