+9.5%
ADSK vs OUST
-60.6%
+70.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +3.1% | +31.9% | -28.8% | +0.4% |
| 30D | +10.5% | -4.2% | +14.7% | +10.3% |
| 3M | +1.6% | -9.3% | +10.9% | +1.4% |
| 6M | +6.4% | +51.7% | -45.3% | -3.0% |
| YTD | -12.1% | +76.6% | -88.7% | -22.4% |
| 1Y | -12.9% | +48.9% | -61.8% | -21.9% |
| 3Y | +23.5% | +675.3% | -651.7% | -21.7% |
| 5Y | -18.9% | -44.0% | +25.2% | -32.4% |
| All | +9.5% | -60.6% | +70.1% | -2.3% |
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