+236.9%
AA vs OUST
-60.6%
+297.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -4.3% |
| 7D | +1.2% | +31.9% | -30.6% | -3.0% |
| 30D | -5.0% | -4.2% | -0.8% | -5.0% |
| 3M | -22.2% | -9.3% | -12.9% | -22.0% |
| 6M | -36.3% | +51.7% | -88.0% | -43.2% |
| YTD | -24.2% | +76.6% | -100.8% | -34.8% |
| 1Y | +3.9% | +48.9% | -45.0% | -8.6% |
| 3Y | +67.6% | +675.3% | -607.7% | +2.0% |
| 5Y | -8.8% | -44.0% | +35.2% | -30.0% |
| All | +236.9% | -60.6% | +297.5% | +167.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling