-23.0%
AKAM vs OUST
-60.6%
+37.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +0.9% | +14.0% | -13.1% | -0.3% |
| 30D | -14.7% | +2.5% | -17.3% | -15.1% |
| 3M | -25.7% | -15.3% | -10.4% | -25.1% |
| 6M | -43.4% | +42.6% | -86.0% | -45.6% |
| YTD | -0.7% | +76.6% | -77.3% | -6.4% |
| 1Y | -4.3% | +54.1% | -58.4% | -9.3% |
| 3Y | -21.7% | +675.3% | -697.0% | -35.5% |
| 5Y | -20.7% | -45.1% | +24.4% | -30.0% |
| All | -23.0% | -60.6% | +37.6% | -32.1% |
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