-62.3%
OUST vs BUD
+52.0%
-114.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -4.0% | -4.2% |
| 7D | +19.9% | -1.6% | +21.5% | +20.4% |
| 30D | +3.6% | +6.7% | -3.1% | +1.1% |
| 3M | -20.6% | +5.9% | -26.5% | -22.5% |
| 6M | +35.1% | +5.1% | +30.0% | +30.3% |
| YTD | +69.1% | +32.9% | +36.3% | +47.1% |
| 1Y | +49.9% | +31.8% | +18.1% | +30.4% |
| 3Y | +642.4% | +47.4% | +595.0% | +498.9% |
| 5Y | -48.3% | +50.8% | -99.1% | -59.7% |
| All | -62.3% | +52.0% | -114.3% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling