+253.9%
ADI vs OUST
-60.2%
+314.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.8% | -2.3% | +7.2% |
| 7D | -4.4% | +36.7% | -41.1% | -8.1% |
| 30D | -2.8% | -3.3% | +0.5% | -2.9% |
| 3M | +1.5% | -11.1% | +12.7% | +2.1% |
| 6M | -4.7% | +53.1% | -57.8% | -11.9% |
| YTD | +46.8% | +78.2% | -31.4% | +31.7% |
| 1Y | +74.9% | +50.0% | +24.9% | +59.4% |
| 3Y | +147.4% | +836.2% | -688.7% | +64.2% |
| 5Y | +131.9% | -50.0% | +181.9% | +94.1% |
| All | +253.9% | -60.2% | +314.1% | +199.1% |
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