+316.8%
APP vs OUST
-60.1%
+376.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +15.7% | -5.0% | +7.3% |
| 7D | +4.5% | -0.2% | +4.7% | +4.7% |
| 30D | -3.6% | -24.0% | +20.4% | +1.7% |
| 3M | -35.3% | -29.9% | -5.4% | -31.3% |
| 6M | -42.8% | +19.1% | -61.9% | -49.2% |
| YTD | -59.7% | +55.0% | -114.7% | -66.8% |
| 1Y | -55.4% | +21.2% | -76.5% | -61.4% |
| 3Y | +592.0% | +626.0% | -34.0% | +218.9% |
| 5Y | +175.7% | -51.6% | +227.4% | +132.9% |
| All | +316.8% | -60.1% | +376.9% | +240.6% |
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