+13.3%
A vs OUST
-54.9%
+68.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +0.8% |
| 7D | -0.1% | +17.0% | -17.1% | -1.2% |
| 30D | +3.4% | -16.5% | +19.9% | +4.3% |
| 3M | +23.8% | -23.7% | +47.5% | +25.3% |
| 6M | +49.0% | +18.4% | +30.6% | +43.1% |
| YTD | +29.4% | +60.8% | -31.4% | +20.6% |
| 1Y | +19.4% | +44.2% | -24.8% | +11.9% |
| 3Y | +66.2% | +668.1% | -601.9% | +25.8% |
| All | +13.3% | -54.9% | +68.2% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling