+362.7%
AU vs OUST
-62.4%
+425.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.0% | -2.4% |
| 7D | -3.6% | +5.2% | -8.9% | -3.8% |
| 30D | +23.9% | -19.3% | +43.1% | +24.8% |
| 3M | +19.1% | -22.6% | +41.7% | +19.2% |
| 6M | -0.2% | +62.8% | -62.9% | -3.0% |
| YTD | +32.5% | +68.3% | -35.9% | +28.3% |
| 1Y | +96.9% | +28.5% | +68.4% | +91.4% |
| 3Y | +614.7% | +554.0% | +60.7% | +537.2% |
| 5Y | +647.7% | -56.2% | +703.9% | +574.3% |
| All | +362.7% | -62.4% | +425.2% | +332.8% |
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 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