-61.4%
OUST vs BR
+34.1%
-95.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +4.2% |
| 7D | +12.7% | -5.9% | +18.7% | +16.1% |
| 30D | -13.6% | +1.9% | -15.5% | -15.3% |
| 3M | -8.3% | +14.7% | -22.9% | -17.7% |
| 6M | +85.0% | -12.8% | +97.7% | +100.3% |
| YTD | +73.2% | -23.0% | +96.3% | +106.3% |
| 1Y | +32.5% | -31.7% | +64.2% | +75.2% |
| 3Y | +643.8% | -4.8% | +648.6% | +643.1% |
| 5Y | -52.1% | +7.8% | -60.0% | -59.5% |
| All | -61.4% | +34.1% | -95.5% | -68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling