+135.9%
ADP vs OUST
-65.5%
+201.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.5% | +9.2% | +0.8% |
| 7D | +2.2% | -3.8% | +5.9% | +2.2% |
| 30D | +10.6% | +5.1% | +5.5% | +10.3% |
| 3M | +12.9% | -25.8% | +38.7% | +13.4% |
| 6M | +50.6% | -2.0% | +52.7% | +48.7% |
| YTD | +23.2% | +54.7% | -31.5% | +18.8% |
| 1Y | +25.3% | +48.8% | -23.5% | +20.8% |
| 3Y | +47.1% | +607.8% | -560.7% | +26.0% |
| 5Y | +50.1% | -52.7% | +102.8% | +35.9% |
| All | +135.9% | -65.5% | +201.3% | +112.1% |
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