-65.4%
OUST vs BURL
+17.3%
-82.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +7.7% | +8.0% | +12.5% |
| 7D | -0.2% | +10.4% | -10.6% | -4.0% |
| 30D | -24.0% | -4.9% | -19.0% | -22.4% |
| 3M | -29.9% | -29.8% | -0.1% | -19.6% |
| 6M | +19.1% | -16.5% | +35.6% | +25.7% |
| YTD | +55.0% | -10.5% | +65.5% | +58.5% |
| 1Y | +21.2% | -5.3% | +26.5% | +19.5% |
| 3Y | +626.0% | +95.1% | +530.9% | +415.4% |
| 5Y | -51.6% | -12.1% | -39.5% | -59.4% |
| All | -65.4% | +17.3% | -82.7% | -71.5% |
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