+98.1%
AR vs OUST
-49.4%
+147.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +9.8% | -5.5% | +3.7% |
| 7D | -5.8% | +31.9% | -37.6% | -7.5% |
| 30D | +4.8% | -4.2% | +9.0% | +4.7% |
| 3M | +1.5% | -9.3% | +10.8% | +1.5% |
| 6M | +4.7% | +51.7% | -47.0% | -1.5% |
| YTD | +9.2% | +76.6% | -67.4% | +0.2% |
| 1Y | +11.2% | +48.9% | -37.7% | +3.3% |
| 3Y | +46.2% | +675.3% | -629.0% | +10.2% |
| 5Y | +98.1% | -44.0% | +142.1% | +90.6% |
| All | +98.1% | -49.4% | +147.5% | +90.6% |
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 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