-62.4%
OUST vs BNS
+189.4%
-251.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +3.1% |
| 7D | +5.2% | +1.5% | +3.7% | +3.3% |
| 30D | -19.3% | +6.0% | -25.2% | -24.8% |
| 3M | -22.6% | +16.3% | -39.0% | -35.4% |
| 6M | +62.8% | +28.8% | +34.0% | +21.0% |
| YTD | +68.3% | +30.0% | +38.4% | +23.8% |
| 1Y | +28.5% | +50.7% | -22.2% | -20.4% |
| 3Y | +554.0% | +125.4% | +428.7% | +155.7% |
| 5Y | -56.2% | +94.2% | -150.4% | -79.7% |
| All | -62.4% | +189.4% | -251.8% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling