-53.8%
OUST vs BURL
-11.0%
-42.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.5% |
| 7D | +5.2% | -2.8% | +8.0% | +6.4% |
| 30D | -19.3% | -28.2% | +8.9% | -6.9% |
| 3M | -22.6% | -17.6% | -5.0% | -17.3% |
| 6M | +62.8% | -11.8% | +74.6% | +68.4% |
| YTD | +68.3% | -8.1% | +76.5% | +70.6% |
| 1Y | +28.5% | -12.0% | +40.5% | +31.4% |
| 3Y | +554.0% | +63.3% | +490.7% | +380.5% |
| All | -53.8% | -11.0% | -42.9% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling