+668.1%
OUST vs BR
+13.3%
+654.8%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.1% |
| 7D | +17.0% | +6.5% | +10.5% | +16.4% |
| 30D | -16.5% | +18.9% | -35.4% | -18.1% |
| 3M | -23.7% | +16.3% | -39.9% | -25.5% |
| 6M | +18.4% | +26.2% | -7.8% | +12.9% |
| YTD | +60.8% | -13.1% | +73.9% | +104.5% |
| 1Y | +44.2% | -10.5% | +54.7% | +77.5% |
| 3Y | +668.1% | +13.3% | +654.8% | +489.3% |
| All | +668.1% | +13.3% | +654.8% | +489.3% |
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