-62.4%
OUST vs BUD
+45.7%
-108.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.2% | +0.3% | +5.0% | +5.1% |
| 30D | -19.3% | -5.7% | -13.6% | -17.9% |
| 3M | -22.6% | +3.1% | -25.8% | -24.6% |
| 6M | +62.8% | +7.9% | +54.9% | +55.7% |
| YTD | +68.3% | +27.3% | +41.0% | +49.1% |
| 1Y | +28.5% | +37.8% | -9.3% | +8.9% |
| 3Y | +554.0% | +49.8% | +504.2% | +421.4% |
| 5Y | -56.2% | +43.8% | -100.1% | -65.2% |
| All | -62.4% | +45.7% | -108.1% | -69.5% |
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 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