+7.7%
AU vs OUST
+46.4%
-38.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.5% | -4.2% |
| 7D | -1.1% | +19.9% | -21.0% | -3.5% |
| 30D | -4.4% | +3.6% | -8.0% | -5.4% |
| 3M | -10.0% | -20.6% | +10.7% | -8.6% |
| 6M | -14.5% | +35.1% | -49.5% | -21.3% |
| YTD | +6.4% | +69.1% | -62.7% | -9.8% |
| 1Y | +7.7% | +49.9% | -42.3% | -6.6% |
| All | +7.7% | +46.4% | -38.7% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling