+13.4%
ABT vs OUST
-60.6%
+74.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +1.0% | +31.9% | -30.9% | +0.7% |
| 30D | +11.6% | -4.2% | +15.8% | +11.6% |
| 3M | +2.3% | -9.3% | +11.6% | +2.3% |
| 6M | +32.7% | +51.7% | -18.9% | +30.8% |
| YTD | -9.6% | +76.6% | -86.3% | -11.6% |
| 1Y | -10.1% | +48.9% | -59.0% | -11.8% |
| 3Y | +25.2% | +675.3% | -650.1% | +12.6% |
| 5Y | -4.5% | -44.0% | +39.5% | -9.7% |
| All | +13.4% | -60.6% | +74.0% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling