+675.3%
OUST vs BWA
+64.1%
+611.1%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | +0.5% |
| 7D | +31.9% | -2.4% | +34.3% | +34.6% |
| 30D | -4.2% | -17.7% | +13.5% | +11.2% |
| 3M | -9.3% | -27.0% | +17.7% | +14.9% |
| 6M | +51.7% | -17.3% | +69.0% | +79.9% |
| YTD | +76.6% | +12.9% | +63.8% | +59.8% |
| 1Y | +48.9% | +12.9% | +36.0% | +34.5% |
| 3Y | +675.3% | +62.1% | +613.2% | +364.9% |
| All | +675.3% | +64.1% | +611.1% | +364.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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