-60.6%
OUST vs BR
+53.5%
-114.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +31.9% | +5.0% | +26.9% | +28.9% |
| 30D | -4.2% | +16.6% | -20.8% | -11.5% |
| 3M | -9.3% | +12.0% | -21.2% | -15.4% |
| 6M | +51.7% | +30.7% | +20.9% | +25.3% |
| YTD | +76.6% | -11.9% | +88.6% | +95.3% |
| 1Y | +48.9% | -11.6% | +60.4% | +63.8% |
| 3Y | +675.3% | +15.0% | +660.2% | +586.7% |
| 5Y | -44.0% | +18.1% | -62.2% | -55.8% |
| All | -60.6% | +53.5% | -114.1% | -70.0% |
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