+207.4%
AAPL vs OUST
-60.6%
+268.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | +5.0% | +31.9% | -26.9% | +3.0% |
| 30D | +3.5% | -4.2% | +7.7% | +3.4% |
| 3M | +13.1% | -9.3% | +22.3% | +13.0% |
| 6M | +19.0% | +51.7% | -32.6% | +12.1% |
| YTD | +28.5% | +76.6% | -48.1% | +18.5% |
| 1Y | +29.7% | +48.9% | -19.2% | +20.8% |
| 3Y | +89.2% | +675.3% | -586.0% | +42.2% |
| 5Y | +141.2% | -44.0% | +185.2% | +112.3% |
| All | +207.4% | -60.6% | +268.0% | +170.4% |
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