+14.3%
A vs OUST
-53.0%
+67.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.5% | +9.1% | +1.1% |
| 7D | -0.5% | -3.8% | +3.3% | -0.2% |
| 30D | 0.0% | +5.1% | -5.1% | -0.6% |
| 3M | +16.7% | -25.8% | +42.5% | +18.3% |
| 6M | +54.8% | -2.0% | +56.8% | +51.2% |
| YTD | +28.8% | +54.7% | -25.9% | +20.2% |
| 1Y | +19.3% | +48.8% | -29.5% | +11.5% |
| 3Y | +65.5% | +607.8% | -542.3% | +26.0% |
| All | +14.3% | -53.0% | +67.3% | +9.4% |
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