+71.4%
A vs OUST
-65.5%
+136.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.1% | +1.1% |
| 7D | -0.5% | -3.8% | +3.3% | -0.3% |
| 30D | 0.0% | +5.1% | -5.1% | -0.6% |
| 3M | +16.7% | -25.8% | +42.5% | +18.2% |
| 6M | +54.8% | -2.0% | +56.8% | +51.5% |
| YTD | +28.8% | +54.7% | -25.9% | +21.0% |
| 1Y | +19.3% | +48.8% | -29.5% | +12.2% |
| 3Y | +65.5% | +607.8% | -542.3% | +30.6% |
| 5Y | +12.1% | -52.7% | +64.8% | -1.3% |
| All | +71.4% | -65.5% | +136.9% | +53.4% |
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