-39.3%
APP vs OUST
+41.3%
-80.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.4% |
| 7D | +61.1% | +31.9% | +29.2% | +52.1% |
| 30D | +42.8% | -4.2% | +47.0% | +42.5% |
| 3M | +16.7% | -9.3% | +26.0% | +16.3% |
| 6M | -15.6% | +51.7% | -67.3% | -29.0% |
| YTD | -41.3% | +76.6% | -117.9% | -57.5% |
| 1Y | -39.3% | +48.9% | -88.2% | -53.0% |
| All | -39.3% | +41.3% | -80.6% | -53.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling