+182.3%
AAPL vs OUST
-62.4%
+244.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.6% |
| 7D | +0.1% | +5.2% | -5.1% | -0.3% |
| 30D | +3.0% | -19.3% | +22.2% | +4.2% |
| 3M | +2.9% | -22.6% | +25.5% | +2.9% |
| 6M | +22.1% | +62.8% | -40.7% | +14.3% |
| YTD | +18.0% | +68.3% | -50.3% | +9.7% |
| 1Y | +33.9% | +28.5% | +5.4% | +25.6% |
| 3Y | +71.2% | +554.0% | -482.9% | +30.5% |
| 5Y | +112.6% | -56.2% | +168.8% | +90.2% |
| All | +182.3% | -62.4% | +244.7% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling