+87.0%
AMZN vs OUST
+594.6%
-507.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.5% |
| 7D | +2.8% | -3.8% | +6.6% | +3.1% |
| 30D | +5.0% | +5.1% | -0.1% | +4.1% |
| 3M | +0.6% | -25.8% | +26.4% | +2.4% |
| 6M | -1.3% | -2.0% | +0.7% | -3.9% |
| YTD | +15.5% | +54.7% | -39.2% | +6.5% |
| 1Y | +12.2% | +48.8% | -36.6% | +3.6% |
| 3Y | +87.0% | +607.8% | -520.8% | +44.5% |
| All | +87.0% | +594.6% | -507.6% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling