-28.7%
ADBE vs OUST
+50.6%
-79.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.4% | +14.0% | -18.3% | -3.6% |
| 30D | -0.2% | +2.5% | -2.8% | +0.4% |
| 3M | -9.9% | -15.3% | +5.4% | -9.8% |
| 6M | -3.5% | +42.6% | -46.1% | -3.9% |
| YTD | -32.1% | +76.6% | -108.7% | -33.0% |
| 1Y | -28.7% | +54.1% | -82.7% | -29.7% |
| All | -28.7% | +50.6% | -79.3% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling