+109.9%
ADP vs OUST
-62.4%
+172.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.1% |
| 7D | -3.4% | +5.2% | -8.7% | -3.5% |
| 30D | +2.8% | -19.3% | +22.0% | +3.2% |
| 3M | +20.9% | -22.6% | +43.6% | +20.9% |
| 6M | +29.9% | +62.8% | -32.9% | +25.7% |
| YTD | +9.6% | +68.3% | -58.7% | +5.7% |
| 1Y | -5.3% | +28.5% | -33.8% | -8.2% |
| 3Y | +16.5% | +554.0% | -537.6% | +0.3% |
| 5Y | +49.4% | -56.2% | +105.6% | +35.4% |
| All | +109.9% | -62.4% | +172.4% | +88.9% |
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 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