-57.7%
ADBE vs OUST
+626.4%
-684.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -3.0% |
| 7D | -4.4% | +17.0% | -21.4% | -4.6% |
| 30D | +2.8% | -16.5% | +19.3% | +3.1% |
| 3M | -8.0% | -23.7% | +15.6% | -7.7% |
| 6M | -4.3% | +18.4% | -22.7% | -6.4% |
| YTD | -31.6% | +60.8% | -92.4% | -34.3% |
| 1Y | -26.9% | +44.2% | -71.1% | -29.5% |
| 3Y | -57.7% | +668.1% | -725.8% | -63.6% |
| All | -57.7% | +626.4% | -684.1% | -63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling