+58.3%
AMZN vs OUST
-68.5%
+126.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.0% | +6.8% | -1.2% |
| 7D | +6.7% | -5.0% | +11.8% | +7.2% |
| 30D | +1.5% | -32.0% | +33.6% | +5.6% |
| 3M | -4.6% | -32.4% | +27.8% | -1.2% |
| 6M | -4.9% | +6.7% | -11.6% | -9.2% |
| YTD | +12.7% | +41.0% | -28.3% | +3.0% |
| 1Y | +4.0% | +18.0% | -14.0% | -3.3% |
| 3Y | +87.7% | +560.6% | -472.9% | +26.3% |
| 5Y | +47.9% | -55.1% | +103.0% | +26.3% |
| All | +58.3% | -68.5% | +126.9% | +38.4% |
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