+62.4%
AMZN vs OUST
-60.2%
+122.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +10.8% | -7.9% | +1.7% |
| 7D | +8.7% | +36.7% | -28.0% | +4.7% |
| 30D | +1.7% | -3.3% | +5.0% | +1.6% |
| 3M | -2.8% | -11.1% | +8.4% | -2.5% |
| 6M | -2.1% | +53.1% | -55.2% | -10.3% |
| YTD | +15.6% | +78.2% | -62.6% | +2.8% |
| 1Y | +9.2% | +50.0% | -40.8% | -1.3% |
| 3Y | +89.9% | +836.2% | -746.3% | +22.3% |
| 5Y | +49.3% | -50.0% | +99.3% | +24.7% |
| All | +62.4% | -60.2% | +122.7% | +38.0% |
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