+577.1%
OUST vs BR
-2.4%
+579.6%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.0% | +2.5% |
| 7D | +5.2% | -5.3% | +10.5% | +6.6% |
| 30D | -19.3% | +6.4% | -25.7% | -21.1% |
| 3M | -22.6% | +13.6% | -36.3% | -25.8% |
| 6M | +62.8% | -6.7% | +69.5% | +78.7% |
| YTD | +68.3% | -21.1% | +89.4% | +117.0% |
| 1Y | +28.5% | -29.6% | +58.1% | +87.6% |
| All | +577.1% | -2.4% | +579.6% | +466.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling