+880.1%
AR vs OUST
-60.2%
+940.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.1% | 0.0% |
| 7D | -10.5% | +36.7% | -47.2% | -12.8% |
| 30D | +1.3% | -3.3% | +4.6% | +1.1% |
| 3M | +4.8% | -11.1% | +15.9% | +4.8% |
| 6M | +1.2% | +53.1% | -51.9% | -5.8% |
| YTD | +5.5% | +78.2% | -72.7% | -4.6% |
| 1Y | +8.1% | +50.0% | -42.0% | -0.9% |
| 3Y | +38.8% | +836.2% | -797.3% | -3.0% |
| 5Y | +78.8% | -50.0% | +128.8% | +67.7% |
| All | +880.1% | -60.2% | +940.3% | +907.2% |
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