+68.0%
ACWI vs OUST
-56.2%
+124.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.1% |
| 7D | +0.5% | +5.2% | -4.7% | +0.1% |
| 30D | +0.9% | -19.3% | +20.1% | +2.2% |
| 3M | +2.4% | -22.6% | +25.0% | +2.8% |
| 6M | +12.4% | +62.8% | -50.4% | +6.0% |
| YTD | +15.2% | +68.3% | -53.2% | +8.0% |
| 1Y | +22.7% | +28.5% | -5.8% | +16.1% |
| 3Y | +75.8% | +554.0% | -478.3% | +38.2% |
| All | +68.0% | -56.2% | +124.1% | +61.8% |
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 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