+63.4%
A vs OUST
+537.2%
-473.8%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.0% | +6.0% | -2.6% |
| 7D | -5.2% | -5.0% | -0.1% | -5.0% |
| 30D | +1.4% | -32.0% | +33.5% | +3.3% |
| 3M | +21.9% | -32.4% | +54.3% | +23.8% |
| 6M | +46.7% | +6.7% | +39.9% | +42.6% |
| YTD | +27.2% | +41.0% | -13.8% | +20.8% |
| 1Y | +17.9% | +18.0% | -0.1% | +12.9% |
| All | +63.4% | +537.2% | -473.8% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling