+31.2%
ALL vs OUST
+32.6%
-1.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +14.0% | -18.5% | -3.4% |
| 7D | -1.9% | +17.0% | -18.9% | -0.6% |
| 30D | +13.8% | -16.5% | +30.3% | +13.0% |
| 3M | -7.0% | -23.7% | +16.7% | -7.7% |
| 6M | +18.0% | +18.4% | -0.3% | +20.7% |
| YTD | +24.2% | +60.8% | -36.6% | +32.3% |
| 1Y | +31.2% | +44.2% | -13.0% | +39.6% |
| All | +31.2% | +32.6% | -1.4% | +39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling