-25.6%
AKAM vs OUST
-60.6%
+35.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.3% |
| 7D | -3.3% | +31.9% | -35.1% | -5.6% |
| 30D | -21.7% | -4.2% | -17.5% | -21.7% |
| 3M | -28.8% | -9.3% | -19.6% | -28.6% |
| 6M | -43.3% | +51.7% | -95.0% | -45.8% |
| YTD | -4.1% | +76.6% | -80.7% | -9.6% |
| 1Y | -3.9% | +48.9% | -52.8% | -8.7% |
| 3Y | -24.4% | +675.3% | -699.7% | -37.7% |
| 5Y | -23.8% | -44.0% | +20.3% | -32.7% |
| All | -25.6% | -60.6% | +35.0% | -34.5% |
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 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