+290.3%
AU vs OUST
-60.6%
+350.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +4.7% | +14.0% | -9.3% | +4.0% |
| 30D | -1.5% | +2.5% | -4.1% | -1.8% |
| 3M | -5.0% | -15.3% | +10.3% | -4.7% |
| 6M | -13.5% | +42.6% | -56.1% | -15.6% |
| YTD | +11.7% | +76.6% | -64.9% | +7.7% |
| 1Y | +21.3% | +54.1% | -32.7% | +17.4% |
| 3Y | +545.0% | +675.3% | -130.3% | +471.4% |
| 5Y | +412.0% | -45.1% | +457.0% | +360.0% |
| All | +290.3% | -60.6% | +350.9% | +263.5% |
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