+202.0%
AAPL vs OUST
-64.1%
+266.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -1.4% |
| 7D | -0.7% | +17.0% | -17.7% | -1.8% |
| 30D | +1.7% | -16.5% | +18.2% | +2.5% |
| 3M | +9.7% | -23.7% | +33.3% | +10.9% |
| 6M | +19.3% | +18.4% | +0.9% | +14.2% |
| YTD | +26.3% | +60.8% | -34.5% | +17.1% |
| 1Y | +27.4% | +44.2% | -16.8% | +18.8% |
| 3Y | +93.6% | +668.1% | -574.5% | +45.0% |
| 5Y | +131.7% | -48.8% | +180.5% | +105.1% |
| All | +202.0% | -64.1% | +266.1% | +167.4% |
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