-60.4%
ADBE vs OUST
+729.1%
-789.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -3.8% | +31.9% | -35.7% | -4.1% |
| 30D | -2.3% | -4.2% | +1.9% | -2.2% |
| 3M | -13.3% | -9.3% | -4.0% | -13.2% |
| 6M | -6.5% | +51.7% | -58.1% | -9.0% |
| YTD | -32.4% | +76.6% | -109.0% | -34.9% |
| 1Y | -28.0% | +48.9% | -76.9% | -30.4% |
| 3Y | -60.4% | +675.3% | -735.6% | -64.5% |
| All | -60.4% | +729.1% | -789.4% | -64.5% |
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 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