-68.5%
OUST vs BURL
+13.9%
-82.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.1% | -7.8% |
| 7D | -5.0% | +3.5% | -8.5% | -6.0% |
| 30D | -32.0% | -9.3% | -22.8% | -29.2% |
| 3M | -32.4% | -32.1% | -0.3% | -21.2% |
| 6M | +6.7% | -19.8% | +26.5% | +14.6% |
| YTD | +41.0% | -13.2% | +54.2% | +46.2% |
| 1Y | +18.0% | -7.8% | +25.8% | +17.8% |
| 3Y | +560.6% | +89.3% | +471.3% | +375.4% |
| 5Y | -55.1% | -15.8% | -39.3% | -61.7% |
| All | -68.5% | +13.9% | -82.4% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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