+12.4%
AA vs OUST
-56.2%
+68.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -0.7% | +5.2% | -5.9% | -1.5% |
| 30D | +5.0% | -19.3% | +24.2% | +8.1% |
| 3M | -35.8% | -22.6% | -13.2% | -35.4% |
| 6M | -18.4% | +62.8% | -81.2% | -28.5% |
| YTD | -5.5% | +68.3% | -73.8% | -18.0% |
| 1Y | +61.0% | +28.5% | +32.4% | +43.1% |
| 3Y | +66.2% | +554.0% | -487.8% | +0.4% |
| All | +12.4% | -56.2% | +68.6% | -1.0% |
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