+27.7%
ACN vs OUST
-65.4%
+93.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +15.7% | -11.9% | +3.3% |
| 7D | +8.6% | -0.2% | +8.8% | +8.5% |
| 30D | +36.6% | -24.0% | +60.6% | +37.7% |
| 3M | +56.3% | -29.9% | +86.2% | +57.8% |
| 6M | +49.7% | +19.1% | +30.5% | +43.6% |
| YTD | +1.3% | +55.0% | -53.7% | -5.1% |
| 1Y | +11.9% | +21.2% | -9.2% | +6.2% |
| 3Y | -10.6% | +626.0% | -636.6% | -31.3% |
| 5Y | -21.3% | -51.6% | +30.3% | -32.2% |
| All | +27.7% | -65.4% | +93.1% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling