+944.2%
AR vs OUST
-65.5%
+1,009.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.7% |
| 7D | +7.4% | -3.8% | +11.2% | +7.6% |
| 30D | +5.8% | +5.1% | +0.7% | +4.8% |
| 3M | +5.2% | -25.8% | +31.0% | +6.6% |
| 6M | +5.4% | -2.0% | +7.5% | +2.1% |
| YTD | +12.4% | +54.7% | -42.3% | +2.6% |
| 1Y | +12.8% | +48.8% | -36.0% | +3.1% |
| 3Y | +47.2% | +607.8% | -560.6% | +5.5% |
| 5Y | +101.1% | -52.7% | +153.9% | +87.8% |
| All | +944.2% | -65.5% | +1,009.7% | +983.7% |
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 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