+27.9%
ADSK vs OUST
+707.3%
-679.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +14.0% | -16.8% | -3.2% |
| 7D | +4.9% | +17.0% | -12.1% | +4.2% |
| 30D | +11.3% | -16.5% | +27.8% | +11.8% |
| 3M | +7.9% | -23.7% | +31.6% | +8.6% |
| 6M | +7.7% | +18.4% | -10.7% | +3.6% |
| YTD | -11.6% | +60.8% | -72.4% | -17.3% |
| 1Y | -11.2% | +44.2% | -55.4% | -16.6% |
| All | +27.9% | +707.3% | -679.4% | -3.5% |
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 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