-60.2%
OUST vs BR
+53.0%
-113.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.0% | +9.8% | +10.4% |
| 7D | +36.7% | +4.4% | +32.3% | +34.0% |
| 30D | -3.3% | +16.3% | -19.6% | -10.5% |
| 3M | -11.1% | +16.2% | -27.4% | -18.9% |
| 6M | +53.1% | +30.3% | +22.7% | +26.6% |
| YTD | +78.2% | -12.2% | +90.5% | +97.4% |
| 1Y | +50.0% | -11.3% | +61.3% | +64.3% |
| 3Y | +836.2% | +15.2% | +820.9% | +727.4% |
| 5Y | -50.0% | +18.0% | -68.0% | -60.5% |
| All | -60.2% | +53.0% | -113.2% | -69.7% |
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