+321.4%
ABBV vs OUST
-64.1%
+385.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +14.0% | -12.9% | +1.2% |
| 7D | -1.2% | +17.0% | -18.2% | -1.1% |
| 30D | +8.0% | -16.5% | +24.5% | +7.9% |
| 3M | +20.2% | -23.7% | +43.8% | +20.0% |
| 6M | +44.0% | +18.4% | +25.6% | +44.2% |
| YTD | +31.3% | +60.8% | -29.5% | +31.7% |
| 1Y | +37.0% | +44.2% | -7.2% | +37.3% |
| 3Y | +128.0% | +668.1% | -540.1% | +131.0% |
| 5Y | +196.9% | -48.8% | +245.7% | +201.9% |
| All | +321.4% | -64.1% | +385.5% | +338.1% |
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