-62.4%
OUST vs BURL
+20.5%
-82.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.6% |
| 7D | +5.2% | -2.8% | +8.0% | +6.3% |
| 30D | -19.3% | -28.2% | +8.9% | -8.0% |
| 3M | -22.6% | -17.6% | -5.0% | -17.7% |
| 6M | +62.8% | -11.8% | +74.6% | +68.1% |
| YTD | +68.3% | -8.1% | +76.5% | +70.7% |
| 1Y | +28.5% | -12.0% | +40.5% | +31.4% |
| 3Y | +554.0% | +63.3% | +490.7% | +401.2% |
| 5Y | -56.2% | -10.8% | -45.4% | -63.5% |
| All | -62.4% | +20.5% | -82.9% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling