+1,282.6%
ANET vs OUST
-60.6%
+1,343.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +10.2% | +14.0% | -3.8% | +8.2% |
| 30D | -6.7% | +2.5% | -9.3% | -7.1% |
| 3M | -0.6% | -15.3% | +14.7% | +1.2% |
| 6M | +44.2% | +42.6% | +1.5% | +34.1% |
| YTD | +50.1% | +76.6% | -26.5% | +34.3% |
| 1Y | +45.8% | +54.1% | -8.3% | +32.3% |
| 3Y | +280.4% | +675.3% | -394.9% | +160.3% |
| 5Y | +503.5% | -45.1% | +548.6% | +412.2% |
| All | +1,282.6% | -60.6% | +1,343.2% | +1,115.1% |
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