-24.4%
ACN vs OUST
-50.0%
+25.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +10.8% | -13.2% | -2.7% |
| 7D | -2.5% | +36.7% | -39.2% | -3.7% |
| 30D | +22.6% | -3.3% | +26.0% | +22.5% |
| 3M | +45.9% | -11.1% | +57.0% | +45.9% |
| 6M | +43.8% | +53.1% | -9.2% | +35.6% |
| YTD | -2.5% | +78.2% | -80.7% | -10.0% |
| 1Y | +6.5% | +50.0% | -43.5% | -0.7% |
| 3Y | -14.2% | +836.2% | -850.3% | -38.4% |
| 5Y | -24.4% | -50.0% | +25.6% | -29.4% |
| All | -24.4% | -50.0% | +25.6% | -29.4% |
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