+21.3%
AAPL vs OUST
+2.5%
+18.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -1.5% |
| 7D | -1.4% | -5.0% | +3.7% | -1.5% |
| 30D | +3.2% | -32.0% | +35.2% | +2.7% |
| 3M | +10.8% | -32.4% | +43.1% | +10.3% |
| 6M | +21.3% | +6.7% | +14.6% | +17.4% |
| All | +21.3% | +2.5% | +18.9% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling