+222.4%
ALL vs OUST
-62.4%
+284.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | 0.0% | +5.2% | -5.2% | 0.0% |
| 30D | -1.5% | -19.3% | +17.8% | -1.4% |
| 3M | +23.6% | -22.6% | +46.3% | +23.6% |
| 6M | +22.3% | +62.8% | -40.4% | +20.8% |
| YTD | +26.5% | +68.3% | -41.8% | +24.7% |
| 1Y | +27.0% | +28.5% | -1.5% | +25.5% |
| 3Y | +149.6% | +554.0% | -404.5% | +134.4% |
| 5Y | +118.1% | -56.2% | +174.3% | +107.2% |
| All | +222.4% | -62.4% | +284.8% | +206.0% |
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