-2.3%
ABNB vs OUST
-50.0%
+47.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.8% | -10.7% | -1.2% |
| 7D | +11.2% | +36.7% | -25.5% | +7.0% |
| 30D | +14.7% | -3.3% | +18.1% | +14.5% |
| 3M | +6.9% | -11.1% | +18.0% | +7.0% |
| 6M | +34.5% | +53.1% | -18.6% | +19.7% |
| YTD | +40.2% | +78.2% | -38.0% | +20.1% |
| 1Y | +57.4% | +50.0% | +7.4% | +37.4% |
| 3Y | +64.7% | +836.2% | -771.4% | -9.8% |
| 5Y | -2.3% | -50.0% | +47.7% | +9.1% |
| All | -2.3% | -50.0% | +47.7% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling