+523.1%
AU vs OUST
+659.3%
-136.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -4.2% | -0.5% | -4.5% |
| 7D | -1.1% | +19.9% | -21.0% | -2.2% |
| 30D | -4.4% | +3.6% | -8.0% | -4.8% |
| 3M | -10.0% | -20.6% | +10.7% | -9.3% |
| 6M | -14.5% | +35.1% | -49.5% | -16.8% |
| YTD | +6.4% | +69.1% | -62.7% | +2.1% |
| 1Y | +7.7% | +49.9% | -42.3% | +3.6% |
| All | +523.1% | +659.3% | -136.2% | +426.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling