+28.5%
OUST vs BR
-29.1%
+57.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.0% | -0.3% |
| 7D | +5.2% | -5.3% | +10.5% | +2.0% |
| 30D | -19.3% | +6.4% | -25.7% | -16.0% |
| 3M | -22.6% | +13.6% | -36.3% | -12.2% |
| 6M | +62.8% | -6.7% | +69.5% | +90.0% |
| YTD | +68.3% | -21.1% | +89.4% | +127.1% |
| 1Y | +28.5% | -29.6% | +58.1% | +112.3% |
| All | +28.5% | -29.1% | +57.6% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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