-52.3%
ADBE vs OUST
-64.1%
+11.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +14.0% | -16.9% | -3.7% |
| 7D | -4.4% | +17.0% | -21.4% | -5.5% |
| 30D | +2.8% | -16.5% | +19.3% | +3.6% |
| 3M | -8.0% | -23.7% | +15.6% | -7.2% |
| 6M | -4.3% | +18.4% | -22.7% | -9.0% |
| YTD | -31.6% | +60.8% | -92.4% | -37.2% |
| 1Y | -26.9% | +44.2% | -71.1% | -32.4% |
| 3Y | -57.7% | +668.1% | -725.8% | -70.2% |
| 5Y | -63.9% | -48.8% | -15.1% | -67.8% |
| All | -52.3% | -64.1% | +11.8% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling