+404.3%
ASX vs OUST
+600.2%
-195.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +15.7% | -19.7% | -6.6% |
| 7D | -14.6% | -0.2% | -14.4% | -14.8% |
| 30D | -21.1% | -24.0% | +2.9% | -17.7% |
| 3M | -3.1% | -29.9% | +26.8% | +2.1% |
| 6M | +17.4% | +19.1% | -1.8% | +13.7% |
| YTD | +135.3% | +55.0% | +80.3% | +119.3% |
| 1Y | +146.5% | +21.2% | +125.3% | +135.0% |
| All | +404.3% | +600.2% | -195.9% | +260.8% |
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