+57.8%
AMZN vs OUST
-64.1%
+121.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.4% | -1.9% |
| 7D | +7.9% | +17.0% | -9.1% | +5.8% |
| 30D | -0.2% | -16.5% | +16.3% | +1.3% |
| 3M | -4.8% | -23.7% | +18.9% | -2.9% |
| 6M | -5.7% | +18.4% | -24.1% | -11.1% |
| YTD | +12.3% | +60.8% | -48.5% | +1.1% |
| 1Y | +6.7% | +44.2% | -37.5% | -3.2% |
| 3Y | +85.6% | +668.1% | -582.5% | +22.5% |
| 5Y | +47.4% | -48.8% | +96.2% | +23.8% |
| All | +57.8% | -64.1% | +121.9% | +35.7% |
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