-9.8%
ABT vs OUST
+32.6%
-42.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.0% | -17.2% | -2.4% |
| 7D | +3.5% | +17.0% | -13.5% | +4.6% |
| 30D | +12.0% | -16.5% | +28.5% | +11.1% |
| 3M | +2.5% | -23.7% | +26.1% | +1.2% |
| 6M | +29.1% | +18.4% | +10.7% | +31.9% |
| YTD | -10.1% | +60.8% | -70.9% | -7.8% |
| 1Y | -9.8% | +44.2% | -54.0% | -8.2% |
| All | -9.8% | +32.6% | -42.4% | -8.2% |
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 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