+443.4%
APA vs OUST
-64.1%
+507.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.0% | -11.4% | +1.8% |
| 7D | -15.5% | +17.0% | -32.5% | -16.5% |
| 30D | +2.4% | -16.5% | +18.9% | +3.2% |
| 3M | +22.8% | -23.7% | +46.5% | +24.0% |
| 6M | +17.9% | +18.4% | -0.4% | +12.2% |
| YTD | +87.7% | +60.8% | +26.9% | +72.0% |
| 1Y | +94.2% | +44.2% | +50.0% | +79.1% |
| 3Y | +27.2% | +668.1% | -640.9% | -7.5% |
| 5Y | +74.1% | -48.8% | +123.0% | +61.8% |
| All | +443.4% | -64.1% | +507.6% | +434.8% |
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