+223.7%
ADI vs OUST
-68.5%
+292.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.0% | -2.1% | -10.1% |
| 7D | -16.7% | -5.0% | -11.6% | -16.3% |
| 30D | -14.2% | -32.0% | +17.9% | -10.5% |
| 3M | -4.1% | -32.4% | +28.2% | -0.3% |
| 6M | -10.3% | +6.7% | -17.0% | -13.6% |
| YTD | +34.3% | +41.0% | -6.7% | +24.0% |
| 1Y | +54.9% | +18.0% | +36.9% | +45.3% |
| 3Y | +125.3% | +560.6% | -435.3% | +55.9% |
| 5Y | +113.1% | -55.1% | +168.2% | +81.9% |
| All | +223.7% | -68.5% | +292.3% | +181.7% |
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