-93.7%
AAOX vs OUST
+84.4%
-178.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.3% | 0.0% | +31.3% | +31.3% |
| 7D | -20.1% | +14.0% | -34.1% | -29.9% |
| 30D | -75.5% | +2.5% | -78.1% | -74.9% |
| 3M | -89.0% | -15.3% | -73.7% | -83.5% |
| 6M | -96.7% | +42.6% | -139.4% | -97.3% |
| All | -93.7% | +84.4% | -178.1% | -95.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling