-63.6%
OUST vs BRKR
+29.6%
-93.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -3.0% | -8.7% | +5.6% | +0.7% |
| 30D | -23.4% | -9.9% | -13.5% | -20.0% |
| 3M | -10.8% | -3.1% | -7.7% | -12.4% |
| 6M | +42.7% | +45.5% | -2.7% | +14.2% |
| YTD | +63.3% | +13.7% | +49.6% | +45.4% |
| 1Y | +15.0% | +67.4% | -52.5% | -15.5% |
| 3Y | +610.9% | -13.2% | +624.1% | +560.2% |
| 5Y | -54.8% | -39.5% | -15.3% | -54.8% |
| All | -63.6% | +29.6% | -93.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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