+25.2%
ABNB vs OUST
-63.4%
+88.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +0.5% |
| 7D | +6.5% | +19.9% | -13.5% | +4.2% |
| 30D | +9.4% | +3.6% | +5.8% | +8.4% |
| 3M | +0.6% | -20.6% | +21.2% | +2.1% |
| 6M | +33.7% | +35.1% | -1.4% | +21.9% |
| YTD | +33.5% | +69.1% | -35.7% | +16.2% |
| 1Y | +48.8% | +49.9% | -1.1% | +31.0% |
| 3Y | +53.3% | +642.4% | -589.1% | -6.9% |
| 5Y | -12.3% | -48.3% | +36.0% | -26.5% |
| All | +25.2% | -63.4% | +88.5% | +9.7% |
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