-27.8%
ADBE vs OUST
+42.6%
-70.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.7% | -0.3% |
| 7D | -5.6% | +36.7% | -42.3% | -4.0% |
| 30D | -2.0% | -3.3% | +1.3% | -1.7% |
| 3M | -10.5% | -11.1% | +0.6% | -10.3% |
| 6M | -6.2% | +53.1% | -59.3% | -6.8% |
| YTD | -32.2% | +78.2% | -110.4% | -32.9% |
| All | -27.8% | +42.6% | -70.4% | -28.7% |
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