+19.1%
OUST vs BURL
-17.9%
+37.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +7.7% | +8.0% | +13.8% |
| 7D | -0.2% | +10.4% | -10.6% | -2.1% |
| 30D | -24.0% | -4.9% | -19.0% | -23.4% |
| 3M | -29.9% | -29.8% | -0.1% | -28.9% |
| 6M | +19.1% | -16.5% | +35.6% | +10.8% |
| All | +19.1% | -17.9% | +37.0% | +10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling