+429.4%
APA vs OUST
-68.5%
+498.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.7% |
| 7D | -15.6% | -5.0% | -10.5% | -15.5% |
| 30D | -0.9% | -32.0% | +31.1% | +1.2% |
| 3M | +26.1% | -32.4% | +58.4% | +28.3% |
| 6M | +6.1% | +6.7% | -0.6% | +1.6% |
| YTD | +82.8% | +41.0% | +41.8% | +69.0% |
| 1Y | +106.5% | +18.0% | +88.5% | +93.2% |
| 3Y | +21.9% | +560.6% | -538.7% | -10.5% |
| 5Y | +69.7% | -55.1% | +124.8% | +59.0% |
| All | +429.4% | -68.5% | +498.0% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling