+16.6%
ABT vs OUST
-68.5%
+85.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.0% | +7.4% | -1.6% |
| 7D | +8.6% | -5.0% | +13.7% | +8.7% |
| 30D | +16.4% | -32.0% | +48.5% | +16.8% |
| 3M | +8.1% | -32.4% | +40.5% | +8.4% |
| 6M | +32.1% | +6.7% | +25.3% | +30.7% |
| YTD | -7.1% | +41.0% | -48.1% | -8.9% |
| 1Y | -6.5% | +18.0% | -24.5% | -8.1% |
| 3Y | +26.2% | +560.6% | -534.4% | +13.4% |
| 5Y | +0.9% | -55.1% | +56.0% | -4.4% |
| All | +16.6% | -68.5% | +85.1% | +8.5% |
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