+25.7%
ABNB vs OUST
-63.5%
+89.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.0% |
| 7D | -4.0% | +5.2% | -9.2% | -4.5% |
| 30D | +19.3% | -19.3% | +38.6% | +21.7% |
| 3M | +36.1% | -22.6% | +58.7% | +35.9% |
| 6M | +34.2% | +62.8% | -28.5% | +19.3% |
| YTD | +34.1% | +68.3% | -34.3% | +17.7% |
| 1Y | +45.1% | +28.5% | +16.6% | +29.6% |
| 3Y | +37.1% | +554.0% | -516.9% | -14.9% |
| 5Y | +15.2% | -56.2% | +71.4% | -1.7% |
| All | +25.7% | -63.5% | +89.3% | +11.1% |
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 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