+767.5%
ANET vs OUST
-52.5%
+820.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.2% |
| 7D | +3.0% | +12.7% | -9.7% | +1.2% |
| 30D | +3.3% | -13.6% | +17.0% | +5.4% |
| 3M | +24.7% | -8.3% | +32.9% | +24.0% |
| 6M | +46.7% | +85.0% | -38.2% | +30.2% |
| YTD | +48.8% | +73.2% | -24.5% | +32.4% |
| 1Y | +39.2% | +32.5% | +6.8% | +26.2% |
| 3Y | +296.9% | +643.8% | -346.9% | +158.8% |
| 5Y | +767.5% | -52.1% | +819.7% | +787.0% |
| All | +767.5% | -52.5% | +820.1% | +787.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling