-11.8%
ADSK vs OUST
+42.6%
-54.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.8% | -10.2% | +1.0% |
| 7D | +2.1% | +36.7% | -34.6% | +3.4% |
| 30D | +11.9% | -3.3% | +15.2% | +11.9% |
| 3M | +5.7% | -11.1% | +16.9% | +5.7% |
| 6M | +7.7% | +53.1% | -45.3% | +4.9% |
| YTD | -11.0% | +78.2% | -89.3% | -16.1% |
| All | -11.8% | +42.6% | -54.4% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling