+271.6%
AU vs OUST
-62.3%
+333.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.5% | -4.6% |
| 7D | -1.1% | +19.9% | -21.0% | -1.9% |
| 30D | -4.4% | +3.6% | -8.0% | -4.7% |
| 3M | -10.0% | -20.6% | +10.7% | -9.4% |
| 6M | -14.5% | +35.1% | -49.5% | -16.3% |
| YTD | +6.4% | +69.1% | -62.7% | +2.8% |
| 1Y | +7.7% | +49.9% | -42.3% | +4.4% |
| 3Y | +514.1% | +642.4% | -128.3% | +445.3% |
| 5Y | +386.5% | -48.3% | +434.8% | +338.0% |
| All | +271.6% | -62.3% | +333.9% | +246.8% |
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 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