+48.6%
AMZN vs OUST
-49.1%
+97.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.4% | -2.0% |
| 7D | +7.9% | +17.0% | -9.1% | +5.6% |
| 30D | -0.2% | -16.5% | +16.3% | +1.4% |
| 3M | -4.8% | -23.7% | +18.9% | -2.7% |
| 6M | -5.7% | +18.4% | -24.1% | -11.7% |
| YTD | +12.3% | +60.8% | -48.5% | 0.0% |
| 1Y | +6.7% | +44.2% | -37.5% | -4.1% |
| 3Y | +85.6% | +668.1% | -582.5% | +15.3% |
| All | +48.6% | -49.1% | +97.7% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling