+14.3%
ABT vs OUST
+554.0%
-539.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -3.7% | +5.2% | -8.9% | -3.6% |
| 30D | +2.5% | -19.3% | +21.7% | +2.2% |
| 3M | +20.2% | -22.6% | +42.8% | +20.1% |
| 6M | -2.9% | +62.8% | -65.7% | -3.0% |
| YTD | -11.9% | +68.3% | -80.3% | -12.1% |
| 1Y | -16.5% | +28.5% | -45.1% | -16.6% |
| All | +14.3% | +554.0% | -539.7% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling