-21.4%
ACN vs OUST
-56.4%
+35.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.0% | +9.3% | +0.7% |
| 7D | +7.3% | -5.0% | +12.3% | +7.4% |
| 30D | +38.2% | -32.0% | +70.2% | +40.0% |
| 3M | +56.6% | -32.4% | +88.9% | +58.3% |
| 6M | +51.1% | +6.7% | +44.4% | +44.9% |
| YTD | +1.7% | +41.0% | -39.4% | -5.3% |
| 1Y | +10.1% | +18.0% | -7.9% | +3.6% |
| 3Y | -10.3% | +560.6% | -570.9% | -34.2% |
| 5Y | -21.4% | -55.1% | +33.7% | -27.6% |
| All | -21.4% | -56.4% | +35.0% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling