+103.7%
ACWI vs OUST
-64.1%
+167.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -1.0% |
| 7D | -2.4% | +17.0% | -19.3% | -3.5% |
| 30D | -5.2% | -16.5% | +11.3% | -4.4% |
| 3M | -4.8% | -23.7% | +18.8% | -3.7% |
| 6M | -1.3% | +18.4% | -19.7% | -4.6% |
| YTD | +8.4% | +60.8% | -52.4% | +2.0% |
| 1Y | +11.0% | +44.2% | -33.2% | +5.0% |
| 3Y | +70.6% | +668.1% | -597.5% | +35.3% |
| 5Y | +55.3% | -48.8% | +104.1% | +38.8% |
| All | +103.7% | -64.1% | +167.8% | +84.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling