+231.3%
ALL vs OUST
-68.5%
+299.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -9.0% | +8.1% | -0.8% |
| 7D | +4.2% | -5.0% | +9.3% | +4.2% |
| 30D | +18.9% | -32.0% | +51.0% | +19.1% |
| 3M | +1.2% | -32.4% | +33.6% | +1.4% |
| 6M | +23.2% | +6.7% | +16.5% | +22.2% |
| YTD | +30.0% | +41.0% | -11.0% | +28.2% |
| 1Y | +39.6% | +18.0% | +21.6% | +38.0% |
| 3Y | +115.2% | +560.6% | -445.4% | +101.6% |
| 5Y | +156.2% | -55.1% | +211.4% | +143.9% |
| All | +231.3% | -68.5% | +299.8% | +214.5% |
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