-16.5%
ABT vs OUST
+33.5%
-50.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.3% |
| 7D | -3.7% | +5.2% | -8.9% | -3.4% |
| 30D | +2.5% | -19.3% | +21.7% | +1.5% |
| 3M | +20.2% | -22.6% | +42.8% | +19.8% |
| 6M | -2.9% | +62.8% | -65.7% | -1.6% |
| YTD | -11.9% | +68.3% | -80.3% | -10.8% |
| 1Y | -16.5% | +28.5% | -45.1% | -16.3% |
| All | -16.5% | +33.5% | -50.0% | -16.3% |
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