+1,286.9%
ANET vs OUST
-65.5%
+1,352.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -8.5% | +4.0% | -3.3% |
| 7D | +15.5% | -3.8% | +19.3% | +16.2% |
| 30D | +1.0% | +5.1% | -4.1% | +0.3% |
| 3M | -3.1% | -25.8% | +22.7% | +0.5% |
| 6M | +40.2% | -2.0% | +42.2% | +37.7% |
| YTD | +50.6% | +54.7% | -4.1% | +37.3% |
| 1Y | +51.4% | +48.8% | +2.6% | +38.5% |
| 3Y | +275.3% | +607.8% | -332.5% | +160.5% |
| 5Y | +500.3% | -52.7% | +553.1% | +419.7% |
| All | +1,286.9% | -65.5% | +1,352.3% | +1,142.2% |
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