+29.2%
ABNB vs OUST
-61.7%
+90.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | +11.9% | +31.9% | -19.9% | +8.4% |
| 30D | +12.7% | -4.2% | +16.9% | +12.6% |
| 3M | +1.2% | -9.3% | +10.5% | +1.1% |
| 6M | +32.1% | +51.7% | -19.6% | +18.6% |
| YTD | +37.7% | +76.6% | -38.9% | +19.3% |
| 1Y | +55.5% | +48.9% | +6.6% | +37.1% |
| 3Y | +58.2% | +675.3% | -617.1% | -4.4% |
| 5Y | -2.8% | -44.0% | +41.3% | -19.1% |
| All | +29.2% | -61.7% | +90.9% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling