+357.5%
AU vs OUST
-61.4%
+418.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.3% |
| 7D | -0.3% | +12.7% | -13.0% | -0.8% |
| 30D | +12.8% | -13.6% | +26.4% | +13.3% |
| 3M | +28.5% | -8.3% | +36.8% | +27.8% |
| 6M | +4.8% | +85.0% | -80.1% | +1.4% |
| YTD | +31.0% | +73.2% | -42.3% | +26.7% |
| 1Y | +81.4% | +32.5% | +49.0% | +76.1% |
| 3Y | +618.4% | +643.8% | -25.4% | +538.0% |
| 5Y | +686.3% | -52.1% | +738.4% | +608.1% |
| All | +357.5% | -61.4% | +418.8% | +327.4% |
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