-24.7%
ACN vs OUST
+33.5%
-58.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.2% |
| 7D | -1.5% | +5.2% | -6.8% | -1.2% |
| 30D | +9.4% | -19.3% | +28.6% | +8.0% |
| 3M | +5.6% | -22.6% | +28.3% | +6.1% |
| 6M | -9.3% | +62.8% | -72.0% | -11.0% |
| YTD | -29.0% | +68.3% | -97.3% | -30.4% |
| 1Y | -24.7% | +28.5% | -53.2% | -25.6% |
| All | -24.7% | +33.5% | -58.2% | -25.6% |
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 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