-55.8%
OUST vs BUD
+51.6%
-107.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.1% | -9.7% | -8.9% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | +5.1% | +6.7% | -1.6% | +2.2% |
| 3M | -25.8% | +5.7% | -31.5% | -27.7% |
| 6M | -2.0% | +5.8% | -7.8% | -6.2% |
| YTD | +54.7% | +34.4% | +20.3% | +30.2% |
| 1Y | +48.8% | +33.3% | +15.5% | +25.4% |
| 3Y | +607.8% | +48.8% | +559.0% | +438.4% |
| All | -55.8% | +51.6% | -107.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling