+134.3%
ABBV vs OUST
+729.1%
-594.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.2% |
| 7D | +2.8% | +31.9% | -29.1% | +3.2% |
| 30D | +7.0% | -4.2% | +11.2% | +6.9% |
| 3M | +19.2% | -9.3% | +28.5% | +19.2% |
| 6M | +47.8% | +51.7% | -3.9% | +48.4% |
| YTD | +32.5% | +76.6% | -44.1% | +33.3% |
| 1Y | +38.4% | +48.9% | -10.5% | +39.1% |
| 3Y | +134.3% | +675.3% | -541.0% | +142.8% |
| All | +134.3% | +729.1% | -594.8% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling