+81.4%
AU vs OUST
+34.0%
+47.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -1.4% |
| 7D | -0.3% | +12.7% | -13.0% | -1.3% |
| 30D | +12.8% | -13.6% | +26.4% | +13.9% |
| 3M | +28.5% | -8.3% | +36.8% | +25.9% |
| 6M | +4.8% | +85.0% | -80.1% | -3.6% |
| YTD | +31.0% | +73.2% | -42.3% | +20.1% |
| 1Y | +81.4% | +32.5% | +49.0% | +63.0% |
| All | +81.4% | +34.0% | +47.4% | +63.0% |
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