+216.5%
ALL vs OUST
-64.1%
+280.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -4.5% |
| 7D | -1.9% | +17.0% | -18.9% | -2.0% |
| 30D | +13.8% | -16.5% | +30.3% | +13.9% |
| 3M | -7.0% | -23.7% | +16.7% | -6.9% |
| 6M | +18.0% | +18.4% | -0.3% | +17.1% |
| YTD | +24.2% | +60.8% | -36.6% | +22.5% |
| 1Y | +31.2% | +44.2% | -13.0% | +29.5% |
| 3Y | +107.5% | +668.1% | -560.6% | +94.3% |
| 5Y | +144.8% | -48.8% | +193.6% | +133.0% |
| All | +216.5% | -64.1% | +280.6% | +200.4% |
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 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