+24.6%
AR vs OUST
+626.4%
-601.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -1.6% |
| 7D | -14.3% | +17.0% | -31.3% | -15.1% |
| 30D | +1.4% | -16.5% | +17.9% | +2.2% |
| 3M | +3.4% | -23.7% | +27.0% | +4.5% |
| 6M | -2.1% | +18.4% | -20.4% | -6.4% |
| YTD | +4.7% | +60.8% | -56.1% | -3.8% |
| 1Y | +10.6% | +44.2% | -33.6% | +2.4% |
| 3Y | +24.6% | +668.1% | -643.5% | -12.0% |
| All | +24.6% | +626.4% | -601.8% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling