+10.9%
ADSK vs OUST
-60.2%
+71.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | -0.3% |
| 7D | +2.1% | +36.7% | -34.6% | -0.8% |
| 30D | +11.9% | -3.3% | +15.2% | +11.6% |
| 3M | +5.7% | -11.1% | +16.9% | +5.7% |
| 6M | +7.7% | +53.1% | -45.3% | -1.9% |
| YTD | -11.0% | +78.2% | -89.3% | -21.5% |
| 1Y | -11.4% | +50.0% | -61.4% | -20.5% |
| 3Y | +28.7% | +836.2% | -807.5% | -20.9% |
| 5Y | -20.1% | -50.0% | +29.9% | -32.7% |
| All | +10.9% | -60.2% | +71.1% | -1.1% |
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