-5.9%
ABT vs OUST
+11.1%
-17.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +15.7% | -10.1% | +6.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.5% |
| 30D | +16.1% | -24.0% | +40.1% | +14.3% |
| 3M | +10.2% | -29.9% | +40.1% | +8.2% |
| 6M | +33.7% | +19.1% | +14.6% | +36.3% |
| YTD | -5.5% | +55.0% | -60.5% | -3.6% |
| 1Y | -5.9% | +21.2% | -27.1% | -4.3% |
| All | -5.9% | +11.1% | -17.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling