+48.5%
A vs OUST
-62.4%
+110.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -1.9% | +5.2% | -7.2% | -2.2% |
| 30D | +6.9% | -19.3% | +26.2% | +8.1% |
| 3M | +9.2% | -22.6% | +31.9% | +9.5% |
| 6M | +25.7% | +62.8% | -37.1% | +18.6% |
| YTD | +11.5% | +68.3% | -56.8% | +4.7% |
| 1Y | +18.4% | +28.5% | -10.2% | +12.1% |
| 3Y | +26.6% | +554.0% | -527.4% | +0.6% |
| 5Y | -12.8% | -56.2% | +43.4% | -23.0% |
| All | +48.5% | -62.4% | +110.9% | +32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling