+17.6%
ABNB vs OUST
-69.4%
+87.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -9.0% | +5.5% | -2.5% |
| 7D | +2.2% | -5.0% | +7.3% | +2.7% |
| 30D | +6.1% | -32.0% | +38.1% | +10.2% |
| 3M | +11.6% | -32.4% | +43.9% | +15.2% |
| 6M | +21.8% | +6.7% | +15.0% | +13.8% |
| YTD | +25.4% | +41.0% | -15.7% | +11.5% |
| 1Y | +38.9% | +18.0% | +20.9% | +25.8% |
| 3Y | +38.7% | +560.6% | -521.9% | -15.1% |
| 5Y | -15.6% | -55.1% | +39.5% | -28.0% |
| All | +17.6% | -69.4% | +87.0% | +5.2% |
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