-64.1%
OUST vs BUD
+52.2%
-116.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.5% | +15.5% | +14.4% |
| 7D | +17.0% | +4.5% | +12.5% | +15.3% |
| 30D | -16.5% | +12.5% | -29.0% | -20.0% |
| 3M | -23.7% | 0.0% | -23.6% | -24.2% |
| 6M | +18.4% | +3.8% | +14.6% | +15.0% |
| YTD | +60.8% | +33.1% | +27.7% | +39.7% |
| 1Y | +44.2% | +35.5% | +8.7% | +23.9% |
| 3Y | +668.1% | +49.4% | +618.7% | +515.0% |
| 5Y | -48.8% | +48.0% | -96.9% | -60.0% |
| All | -64.1% | +52.2% | -116.4% | -71.5% |
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