+506.6%
APP vs OUST
-54.5%
+561.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | +61.1% | +31.9% | +29.2% | +50.9% |
| 30D | +42.8% | -4.2% | +47.0% | +42.8% |
| 3M | +16.7% | -9.3% | +26.0% | +16.6% |
| 6M | -15.6% | +51.7% | -67.3% | -28.9% |
| YTD | -41.3% | +76.6% | -117.9% | -53.3% |
| 1Y | -39.3% | +48.9% | -88.2% | -49.9% |
| 3Y | +803.2% | +675.3% | +127.9% | +310.2% |
| 5Y | +313.2% | -44.0% | +357.2% | +235.6% |
| All | +506.6% | -54.5% | +561.1% | +379.4% |
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