-64.1%
OUST vs BR
+51.4%
-115.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.8% | +15.8% | +14.8% |
| 7D | +17.0% | +6.5% | +10.5% | +13.5% |
| 30D | -16.5% | +18.9% | -35.4% | -23.7% |
| 3M | -23.7% | +16.3% | -39.9% | -30.5% |
| 6M | +18.4% | +26.2% | -7.8% | -0.2% |
| YTD | +60.8% | -13.1% | +73.9% | +78.8% |
| 1Y | +44.2% | -10.5% | +54.7% | +56.0% |
| 3Y | +668.1% | +13.3% | +654.8% | +585.5% |
| 5Y | -48.8% | +19.9% | -68.7% | -59.5% |
| All | -64.1% | +51.4% | -115.6% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling