+19.9%
A vs OUST
+50.6%
-30.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | +1.4% | +31.9% | -30.5% | 0.0% |
| 30D | +4.3% | -4.2% | +8.5% | +4.0% |
| 3M | +19.8% | -9.3% | +29.1% | +19.3% |
| 6M | +54.4% | +51.7% | +2.7% | +44.9% |
| YTD | +31.7% | +76.6% | -44.9% | +20.6% |
| All | +19.9% | +50.6% | -30.7% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling