-94.8%
AAOX vs OUST
+67.8%
-162.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +14.0% | -1.4% | -7.1% |
| 7D | -52.9% | +17.0% | -69.9% | -62.9% |
| 30D | -86.9% | -16.5% | -70.4% | -81.6% |
| 3M | -89.6% | -23.7% | -66.0% | -82.3% |
| 6M | -97.3% | +18.4% | -115.7% | -97.1% |
| All | -94.8% | +67.8% | -162.7% | -96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling