+147.2%
AR vs OUST
-56.2%
+203.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | +2.5% | +5.2% | -2.7% | +2.1% |
| 30D | +14.8% | -19.3% | +34.1% | +16.3% |
| 3M | +6.2% | -22.6% | +28.9% | +6.4% |
| 6M | +4.3% | +62.8% | -58.5% | -2.9% |
| YTD | +14.4% | +68.3% | -54.0% | +5.4% |
| 1Y | +21.3% | +28.5% | -7.2% | +13.3% |
| 3Y | +39.8% | +554.0% | -514.2% | +4.9% |
| All | +147.2% | -56.2% | +203.4% | +184.2% |
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 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