+577.1%
OUST vs BURL
+63.9%
+513.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | +5.2% | -2.8% | +8.0% | +6.4% |
| 30D | -19.3% | -28.2% | +8.9% | -7.6% |
| 3M | -22.6% | -17.6% | -5.0% | -17.8% |
| 6M | +62.8% | -11.8% | +74.6% | +67.5% |
| YTD | +68.3% | -8.1% | +76.5% | +69.8% |
| 1Y | +28.5% | -12.0% | +40.5% | +30.7% |
| All | +577.1% | +63.9% | +513.2% | +425.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling