+203.6%
AAPL vs OUST
-68.5%
+272.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.0% | +7.5% | -0.9% |
| 7D | -1.4% | -5.0% | +3.7% | -1.1% |
| 30D | +3.2% | -32.0% | +35.2% | +5.5% |
| 3M | +10.8% | -32.4% | +43.1% | +12.9% |
| 6M | +21.3% | +6.7% | +14.6% | +17.0% |
| YTD | +26.9% | +41.0% | -14.1% | +18.8% |
| 1Y | +27.9% | +18.0% | +9.9% | +21.0% |
| 3Y | +97.5% | +560.6% | -463.1% | +49.6% |
| 5Y | +132.9% | -55.1% | +188.0% | +108.1% |
| All | +203.6% | -68.5% | +272.1% | +171.3% |
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