+129.9%
ADP vs OUST
-60.2%
+190.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.6% |
| 7D | +1.1% | +36.7% | -35.6% | +0.4% |
| 30D | +11.5% | -3.3% | +14.8% | +11.5% |
| 3M | +12.0% | -11.1% | +23.2% | +12.1% |
| 6M | +43.8% | +53.1% | -9.3% | +39.9% |
| YTD | +20.1% | +78.2% | -58.2% | +15.5% |
| 1Y | +22.3% | +50.0% | -27.7% | +18.2% |
| 3Y | +43.3% | +836.2% | -792.9% | +21.4% |
| 5Y | +47.3% | -50.0% | +97.3% | +33.1% |
| All | +129.9% | -60.2% | +190.1% | +106.2% |
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