+133.7%
ADP vs OUST
-68.5%
+202.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.0% | +10.2% | +1.4% |
| 7D | +7.4% | -5.0% | +12.4% | +7.4% |
| 30D | +17.1% | -32.0% | +49.1% | +17.9% |
| 3M | +14.4% | -32.4% | +46.8% | +15.1% |
| 6M | +47.9% | +6.7% | +41.2% | +45.1% |
| YTD | +22.1% | +41.0% | -19.0% | +18.0% |
| 1Y | +21.8% | +18.0% | +3.8% | +18.3% |
| 3Y | +50.5% | +560.6% | -510.1% | +28.9% |
| 5Y | +49.6% | -55.1% | +104.7% | +35.8% |
| All | +133.7% | -68.5% | +202.3% | +110.7% |
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