+154.8%
APA vs OUST
-56.2%
+211.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.3% |
| 7D | +0.5% | +5.2% | -4.7% | +0.2% |
| 30D | +23.4% | -19.3% | +42.7% | +24.7% |
| 3M | +12.7% | -22.6% | +35.3% | +12.7% |
| 6M | +39.4% | +62.8% | -23.4% | +30.0% |
| YTD | +79.0% | +68.3% | +10.6% | +65.7% |
| 1Y | +88.8% | +28.5% | +60.3% | +76.8% |
| 3Y | +6.4% | +554.0% | -547.7% | -19.1% |
| All | +154.8% | -56.2% | +211.0% | +187.8% |
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 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