-28.7%
AKAM vs OUST
-60.2%
+31.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.8% | -14.2% | -4.3% |
| 7D | -7.4% | +36.7% | -44.1% | -9.9% |
| 30D | -24.9% | -3.3% | -21.6% | -24.9% |
| 3M | -27.4% | -11.1% | -16.2% | -27.0% |
| 6M | -45.6% | +53.1% | -98.7% | -48.0% |
| YTD | -8.0% | +78.2% | -86.2% | -13.3% |
| 1Y | -4.1% | +50.0% | -54.1% | -9.0% |
| 3Y | -26.9% | +836.2% | -863.0% | -40.4% |
| 5Y | -26.6% | -50.0% | +23.4% | -35.1% |
| All | -28.7% | -60.2% | +31.6% | -37.2% |
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