-51.3%
OUST vs BR
+19.3%
-70.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.9% |
| 7D | +17.0% | +6.5% | +10.5% | +13.1% |
| 30D | -16.5% | +18.9% | -35.4% | -24.6% |
| 3M | -23.7% | +16.3% | -39.9% | -31.4% |
| 6M | +18.4% | +26.2% | -7.8% | -2.6% |
| YTD | +60.8% | -13.1% | +73.9% | +82.7% |
| 1Y | +44.2% | -10.5% | +54.7% | +58.5% |
| 3Y | +668.1% | +13.3% | +654.8% | +552.4% |
| All | -51.3% | +19.3% | -70.6% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling