+75.3%
A vs OUST
-60.6%
+135.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.4% | +31.9% | -30.5% | -0.5% |
| 30D | +4.3% | -4.2% | +8.5% | +4.2% |
| 3M | +19.8% | -9.3% | +29.1% | +19.8% |
| 6M | +54.4% | +51.7% | +2.7% | +46.5% |
| YTD | +31.7% | +76.6% | -44.9% | +22.8% |
| 1Y | +22.4% | +48.9% | -26.4% | +15.2% |
| 3Y | +67.7% | +675.3% | -607.6% | +31.6% |
| 5Y | +15.7% | -44.0% | +59.8% | +1.0% |
| All | +75.3% | -60.6% | +135.9% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling