+790.1%
ASX vs OUST
-68.5%
+858.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.0% | -11.8% | -19.3% |
| 7D | -33.3% | -5.0% | -28.2% | -32.7% |
| 30D | -36.5% | -32.0% | -4.4% | -32.5% |
| 3M | -19.2% | -32.4% | +13.2% | -14.3% |
| 6M | -10.2% | +6.7% | -16.9% | -11.9% |
| YTD | +86.5% | +41.0% | +45.4% | +74.5% |
| 1Y | +89.6% | +18.0% | +71.7% | +81.0% |
| 3Y | +298.6% | +560.6% | -262.0% | +166.6% |
| 5Y | +414.3% | -55.1% | +469.4% | +361.5% |
| All | +790.1% | -68.5% | +858.7% | +724.9% |
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