-15.5%
AA vs OUST
-56.4%
+40.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.0% | +3.7% | -4.0% |
| 7D | -3.7% | -5.0% | +1.4% | -3.1% |
| 30D | -10.8% | -32.0% | +21.3% | -6.0% |
| 3M | -19.1% | -32.4% | +13.3% | -15.2% |
| 6M | -38.7% | +6.7% | -45.4% | -42.6% |
| YTD | -27.1% | +41.0% | -68.2% | -35.5% |
| 1Y | +8.3% | +18.0% | -9.6% | -1.8% |
| 3Y | +49.6% | +560.6% | -511.0% | -9.6% |
| 5Y | -15.5% | -55.1% | +39.6% | -34.5% |
| All | -15.5% | -56.4% | +40.9% | -34.5% |
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