+36.9%
APA vs OUST
+729.1%
-692.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.3% |
| 7D | -5.5% | +31.9% | -37.4% | -6.8% |
| 30D | -1.2% | -4.2% | +3.1% | -1.2% |
| 3M | +10.6% | -9.3% | +19.8% | +10.5% |
| 6M | +28.4% | +51.7% | -23.2% | +20.6% |
| YTD | +89.7% | +76.6% | +13.1% | +73.7% |
| 1Y | +90.6% | +48.9% | +41.7% | +76.7% |
| 3Y | +36.9% | +675.3% | -638.4% | -6.6% |
| All | +36.9% | +729.1% | -692.2% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling