+25.9%
ADSK vs OUST
+594.6%
-568.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.5% | +10.4% | +2.2% |
| 7D | +1.0% | -3.8% | +4.8% | +1.1% |
| 30D | +14.4% | +5.1% | +9.3% | +14.0% |
| 3M | +2.5% | -25.8% | +28.3% | +3.1% |
| 6M | +14.5% | -2.0% | +16.5% | +11.8% |
| YTD | -10.7% | +54.7% | -65.4% | -16.3% |
| 1Y | -11.0% | +48.8% | -59.8% | -16.6% |
| 3Y | +25.9% | +607.8% | -582.0% | -1.8% |
| All | +25.9% | +594.6% | -568.8% | -1.8% |
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