+56.8%
ABNB vs OUST
+594.6%
-537.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -8.5% | +11.6% | +3.7% |
| 7D | -1.7% | -3.8% | +2.1% | -1.5% |
| 30D | +11.8% | +5.1% | +6.8% | +11.0% |
| 3M | +0.9% | -25.8% | +26.7% | +2.3% |
| 6M | +40.5% | -2.0% | +42.5% | +35.6% |
| YTD | +37.6% | +54.7% | -17.1% | +25.2% |
| 1Y | +54.1% | +48.8% | +5.3% | +40.2% |
| 3Y | +56.8% | +607.8% | -551.1% | +10.4% |
| All | +56.8% | +594.6% | -537.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling