-11.8%
ACN vs OUST
+626.4%
-638.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.6% |
| 7D | +0.9% | +17.0% | -16.1% | +1.0% |
| 30D | +33.5% | -16.5% | +50.0% | +33.6% |
| 3M | +53.5% | -23.7% | +77.1% | +53.6% |
| 6M | +52.2% | +18.4% | +33.9% | +49.2% |
| YTD | -0.1% | +60.8% | -60.9% | -4.0% |
| 1Y | +11.0% | +44.2% | -33.2% | +7.1% |
| 3Y | -11.8% | +668.1% | -679.9% | -25.5% |
| All | -11.8% | +626.4% | -638.2% | -25.5% |
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 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