+32.5%
OUST vs BR
-30.9%
+63.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.5% | +5.4% | +1.4% |
| 7D | +12.7% | -5.9% | +18.7% | +8.8% |
| 30D | -13.6% | +1.9% | -15.5% | -12.2% |
| 3M | -8.3% | +14.7% | -22.9% | +3.4% |
| 6M | +85.0% | -12.8% | +97.7% | +114.1% |
| YTD | +73.2% | -23.0% | +96.3% | +129.3% |
| 1Y | +32.5% | -31.7% | +64.2% | +122.8% |
| All | +32.5% | -30.9% | +63.4% | +122.8% |
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