+226.0%
ADI vs OUST
-64.1%
+290.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -1.0% |
| 7D | -12.8% | +17.0% | -29.8% | -14.7% |
| 30D | -11.3% | -16.5% | +5.2% | -9.9% |
| 3M | -3.4% | -23.7% | +20.3% | -1.1% |
| 6M | -12.0% | +18.4% | -30.4% | -16.4% |
| YTD | +35.3% | +60.8% | -25.5% | +22.8% |
| 1Y | +58.1% | +44.2% | +13.9% | +44.7% |
| 3Y | +127.4% | +668.1% | -540.8% | +54.4% |
| 5Y | +114.6% | -48.8% | +163.4% | +80.2% |
| All | +226.0% | -64.1% | +290.1% | +178.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling