-10.6%
ADSK vs OUST
-61.4%
+50.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -2.9% |
| 7D | -14.3% | +12.7% | -27.0% | -15.3% |
| 30D | -14.8% | -13.6% | -1.2% | -13.9% |
| 3M | -5.7% | -8.3% | +2.6% | -7.4% |
| 6M | -18.7% | +85.0% | -103.6% | -27.6% |
| YTD | -28.3% | +73.2% | -101.6% | -36.1% |
| 1Y | -35.1% | +32.5% | -67.5% | -41.3% |
| 3Y | -3.2% | +643.8% | -647.0% | -38.3% |
| 5Y | -26.7% | -52.1% | +25.4% | -37.7% |
| All | -10.6% | -61.4% | +50.7% | -19.5% |
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