-59.7%
ADBE vs OUST
-56.2%
-3.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.7% | -8.4% | -6.8% |
| 7D | -8.6% | +5.2% | -13.8% | -8.9% |
| 30D | +2.8% | -19.3% | +22.0% | +4.0% |
| 3M | +3.1% | -22.6% | +25.8% | +3.0% |
| 6M | -2.4% | +62.8% | -65.2% | -9.7% |
| YTD | -23.9% | +68.3% | -92.2% | -30.1% |
| 1Y | -22.6% | +28.5% | -51.1% | -28.2% |
| 3Y | -52.7% | +554.0% | -606.7% | -66.8% |
| All | -59.7% | -56.2% | -3.5% | -56.6% |
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 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