+12.8%
ABT vs OUST
-64.1%
+77.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +14.0% | -17.2% | -3.4% |
| 7D | +3.5% | +17.0% | -13.5% | +3.3% |
| 30D | +12.0% | -16.5% | +28.5% | +12.2% |
| 3M | +2.5% | -23.7% | +26.1% | +2.6% |
| 6M | +29.1% | +18.4% | +10.7% | +27.6% |
| YTD | -10.1% | +60.8% | -70.9% | -12.0% |
| 1Y | -9.8% | +44.2% | -54.0% | -11.6% |
| 3Y | +23.3% | +668.1% | -644.9% | +10.4% |
| 5Y | -2.4% | -48.8% | +46.5% | -7.6% |
| All | +12.8% | -64.1% | +77.0% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling