+18.0%
OUST vs BURL
-5.1%
+23.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.9% | -6.1% | -8.1% |
| 7D | -5.0% | +3.5% | -8.5% | -5.7% |
| 30D | -32.0% | -9.3% | -22.8% | -30.3% |
| 3M | -32.4% | -32.1% | -0.3% | -26.8% |
| 6M | +6.7% | -19.8% | +26.5% | +8.5% |
| YTD | +41.0% | -13.2% | +54.2% | +42.4% |
| 1Y | +18.0% | -7.8% | +25.8% | +19.4% |
| All | +18.0% | -5.1% | +23.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling