+326.7%
ABBV vs OUST
-60.6%
+387.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +14.0% | -13.9% | +0.2% |
| 30D | +5.6% | +2.5% | +3.0% | +5.6% |
| 3M | +18.7% | -15.3% | +34.0% | +18.6% |
| 6M | +47.4% | +42.6% | +4.8% | +47.8% |
| YTD | +33.0% | +76.6% | -43.7% | +33.5% |
| 1Y | +34.9% | +54.1% | -19.1% | +35.4% |
| 3Y | +135.2% | +675.3% | -540.1% | +138.5% |
| 5Y | +202.1% | -45.1% | +247.2% | +207.6% |
| All | +326.7% | -60.6% | +387.3% | +344.0% |
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