+23.2%
ALL vs OUST
+2.5%
+20.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | -1.6% |
| 7D | +4.2% | -5.0% | +9.3% | +3.9% |
| 30D | +18.9% | -32.0% | +51.0% | +16.0% |
| 3M | +1.2% | -32.4% | +33.6% | -0.8% |
| 6M | +23.2% | +6.7% | +16.5% | +24.3% |
| All | +23.2% | +2.5% | +20.7% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling