-1.4%
ADSK vs OUST
+611.5%
-612.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -9.9% | -8.3% |
| 7D | -16.4% | +5.2% | -21.6% | -16.6% |
| 30D | -9.2% | -19.3% | +10.0% | -8.6% |
| 3M | -6.7% | -22.6% | +15.9% | -6.9% |
| 6M | -15.5% | +62.8% | -78.3% | -20.6% |
| YTD | -26.4% | +68.3% | -94.7% | -31.3% |
| 1Y | -31.9% | +28.5% | -60.4% | -35.9% |
| All | -1.4% | +611.5% | -612.9% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling