-63.2%
ADBE vs OUST
-53.0%
-10.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.4% | +2.4% |
| 7D | +1.6% | -3.8% | +5.4% | +1.7% |
| 30D | +1.0% | +5.1% | -4.1% | +0.3% |
| 3M | -10.1% | -25.8% | +15.7% | -9.2% |
| 6M | +3.0% | -2.0% | +5.0% | -0.4% |
| YTD | -30.5% | +54.7% | -85.3% | -36.3% |
| 1Y | -27.1% | +48.8% | -75.9% | -33.2% |
| 3Y | -58.8% | +607.8% | -666.6% | -71.6% |
| All | -63.2% | -53.0% | -10.1% | -55.2% |
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