+294.5%
AU vs OUST
-64.1%
+358.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +14.0% | -9.0% | +4.3% |
| 7D | +16.5% | +17.0% | -0.5% | +15.6% |
| 30D | +3.3% | -16.5% | +19.8% | +3.9% |
| 3M | +6.8% | -23.7% | +30.5% | +7.7% |
| 6M | -3.9% | +18.4% | -22.3% | -5.6% |
| YTD | +12.9% | +60.8% | -47.9% | +9.4% |
| 1Y | +43.5% | +44.2% | -0.7% | +39.3% |
| 3Y | +445.5% | +668.1% | -222.6% | +384.3% |
| 5Y | +469.0% | -48.8% | +517.8% | +413.0% |
| All | +294.5% | -64.1% | +358.6% | +269.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling