+962.3%
AR vs OUST
-62.4%
+1,024.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 3M | +6.2% | -22.6% | +28.9% | +6.4% |
| 6M | +4.3% | +62.8% | -58.5% | -3.7% |
| YTD | +14.4% | +68.3% | -54.0% | +4.6% |
| 1Y | +21.3% | +28.5% | -7.2% | +12.4% |
| 3Y | +39.8% | +554.0% | -514.2% | +1.5% |
| 5Y | +142.1% | -56.2% | +198.3% | +131.5% |
| All | +962.3% | -62.4% | +1,024.7% | +1,004.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling