+1,256.2%
ANET vs OUST
-62.6%
+1,318.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.6% |
| 7D | +3.7% | +4.0% | -0.4% | +3.1% |
| 30D | +0.7% | -14.0% | +14.7% | +2.6% |
| 3M | +26.8% | -5.9% | +32.7% | +25.9% |
| 6M | +40.7% | +76.4% | -35.7% | +27.0% |
| YTD | +47.2% | +67.5% | -20.2% | +33.1% |
| 1Y | +36.0% | +27.1% | +8.8% | +25.1% |
| 3Y | +292.8% | +619.0% | -326.3% | +170.5% |
| 5Y | +761.9% | -54.9% | +816.9% | +643.0% |
| All | +1,256.2% | -62.6% | +1,318.9% | +1,104.0% |
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