+962.7%
ASX vs OUST
-60.6%
+1,023.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +3.4% |
| 7D | -9.1% | +31.9% | -41.0% | -13.1% |
| 30D | -23.6% | -4.2% | -19.4% | -23.1% |
| 3M | -5.6% | -9.3% | +3.7% | -4.5% |
| 6M | +4.7% | +51.7% | -47.0% | -2.4% |
| YTD | +122.6% | +76.6% | +46.0% | +100.8% |
| 1Y | +133.0% | +48.9% | +84.1% | +114.2% |
| 3Y | +367.1% | +675.3% | -308.1% | +204.7% |
| 5Y | +504.7% | -44.0% | +548.8% | +423.8% |
| All | +962.7% | -60.6% | +1,023.3% | +849.3% |
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