+268.7%
ABBV vs OUST
-62.4%
+331.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | +0.4% | +5.2% | -4.8% | +0.4% |
| 30D | +4.2% | -19.3% | +23.4% | +4.0% |
| 3M | +14.8% | -22.6% | +37.5% | +14.8% |
| 6M | +10.3% | +62.8% | -52.5% | +10.5% |
| YTD | +14.9% | +68.3% | -53.5% | +15.2% |
| 1Y | +24.1% | +28.5% | -4.4% | +24.4% |
| 3Y | +91.9% | +554.0% | -462.1% | +94.4% |
| 5Y | +176.0% | -56.2% | +232.3% | +181.4% |
| All | +268.7% | -62.4% | +331.2% | +283.3% |
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