+298.2%
AU vs OUST
-60.6%
+358.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.9% | -4.6% | -5.5% |
| 7D | +15.3% | +31.9% | -16.6% | +13.8% |
| 30D | -0.3% | -4.2% | +3.9% | -0.4% |
| 3M | -2.9% | -9.3% | +6.4% | -2.8% |
| 6M | -10.7% | +51.7% | -62.4% | -13.1% |
| YTD | +14.0% | +76.6% | -62.6% | +9.9% |
| 1Y | +32.5% | +48.9% | -16.4% | +28.3% |
| 3Y | +557.9% | +675.3% | -117.3% | +482.9% |
| 5Y | +441.0% | -44.0% | +485.0% | +386.1% |
| All | +298.2% | -60.6% | +358.8% | +270.8% |
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