-68.5%
OUST vs BUD
+54.5%
-123.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +1.8% | -10.8% | -9.5% |
| 7D | -5.0% | +7.1% | -12.2% | -7.1% |
| 30D | -32.0% | +12.7% | -44.7% | -34.9% |
| 3M | -32.4% | 0.0% | -32.4% | -32.7% |
| 6M | +6.7% | +7.6% | -0.9% | +2.4% |
| YTD | +41.0% | +35.0% | +6.0% | +22.1% |
| 1Y | +18.0% | +37.6% | -19.6% | +1.0% |
| 3Y | +560.6% | +51.5% | +509.1% | +427.1% |
| 5Y | -55.1% | +50.2% | -105.4% | -65.0% |
| All | -68.5% | +54.5% | -123.0% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling