-25.8%
ACN vs OUST
-53.0%
+27.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | +0.5% |
| 7D | -3.8% | -3.8% | -0.1% | -3.8% |
| 30D | +16.5% | +5.1% | +11.5% | +16.0% |
| 3M | +41.5% | -25.8% | +67.3% | +42.5% |
| 6M | +60.1% | -2.0% | +62.1% | +55.5% |
| YTD | -3.9% | +54.7% | -58.7% | -10.9% |
| 1Y | +4.1% | +48.8% | -44.7% | -3.5% |
| 3Y | -15.9% | +607.8% | -623.7% | -38.3% |
| All | -25.8% | -53.0% | +27.3% | -29.7% |
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