+135.1%
ABBV vs OUST
+594.6%
-459.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.1% |
| 7D | +1.3% | -3.8% | +5.1% | +1.2% |
| 30D | +4.7% | +5.1% | -0.3% | +4.9% |
| 3M | +18.3% | -25.8% | +44.2% | +17.9% |
| 6M | +43.4% | -2.0% | +45.4% | +43.5% |
| YTD | +33.0% | +54.7% | -21.7% | +33.5% |
| 1Y | +30.8% | +48.8% | -18.0% | +31.4% |
| 3Y | +135.1% | +607.8% | -472.7% | +143.2% |
| All | +135.1% | +594.6% | -459.5% | +143.2% |
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