+266.1%
AU vs OUST
-65.5%
+331.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.5% | +7.0% | -1.1% |
| 7D | -7.2% | -3.8% | -3.4% | -7.0% |
| 30D | -2.9% | +5.1% | -7.9% | -3.2% |
| 3M | -8.7% | -25.8% | +17.2% | -7.8% |
| 6M | -14.1% | -2.0% | -12.1% | -14.9% |
| YTD | +4.8% | +54.7% | -49.9% | +1.7% |
| 1Y | +11.9% | +48.8% | -36.9% | +8.6% |
| 3Y | +513.8% | +607.8% | -94.0% | +446.7% |
| 5Y | +379.3% | -52.7% | +432.0% | +333.3% |
| All | +266.1% | -65.5% | +331.6% | +243.1% |
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