-36.2%
AVAV vs OUST
+33.5%
-69.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -2.1% |
| 7D | -2.2% | +5.2% | -7.5% | -3.5% |
| 30D | -13.9% | -19.3% | +5.3% | -9.7% |
| 3M | -29.2% | -22.6% | -6.6% | -27.8% |
| 6M | -36.1% | +62.8% | -98.9% | -50.2% |
| YTD | -40.2% | +68.3% | -108.5% | -53.8% |
| 1Y | -36.2% | +28.5% | -64.8% | -47.7% |
| All | -36.2% | +33.5% | -69.7% | -47.7% |
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