-26.2%
AKAM vs OUST
-64.1%
+38.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +14.0% | -7.3% | +5.6% |
| 7D | -10.4% | +17.0% | -27.4% | -11.6% |
| 30D | -20.6% | -16.5% | -4.1% | -19.6% |
| 3M | -29.9% | -23.7% | -6.2% | -28.6% |
| 6M | -31.9% | +18.4% | -50.3% | -33.7% |
| YTD | -4.8% | +60.8% | -65.6% | -9.5% |
| 1Y | +13.8% | +44.2% | -30.4% | +8.7% |
| 3Y | -23.4% | +668.1% | -691.5% | -36.7% |
| 5Y | -22.6% | -48.8% | +26.3% | -31.0% |
| All | -26.2% | -64.1% | +38.0% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling