+79.3%
ADI vs OUST
+11.1%
+68.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +15.7% | -19.0% | -5.5% |
| 7D | -5.1% | -0.2% | -4.9% | -5.3% |
| 30D | -3.1% | -24.0% | +20.9% | +0.3% |
| 3M | +7.1% | -29.9% | +37.0% | +11.4% |
| 6M | +2.9% | +19.1% | -16.2% | -1.4% |
| YTD | +51.1% | +55.0% | -3.9% | +40.4% |
| 1Y | +79.3% | +21.2% | +58.1% | +73.3% |
| All | +79.3% | +11.1% | +68.3% | +73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling