+333.0%
APP vs OUST
-56.2%
+389.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.6% | +1.9% |
| 7D | +0.9% | +5.2% | -4.3% | -0.3% |
| 30D | -23.3% | -19.3% | -4.0% | -20.2% |
| 3M | -42.6% | -22.6% | -20.0% | -41.8% |
| 6M | -33.6% | +62.8% | -96.4% | -45.5% |
| YTD | -52.4% | +68.3% | -120.8% | -61.3% |
| 1Y | -35.9% | +28.5% | -64.4% | -46.3% |
| 3Y | +642.2% | +554.0% | +88.2% | +244.6% |
| All | +333.0% | -56.2% | +389.1% | +317.7% |
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