+40.4%
AVAV vs OUST
-56.2%
+96.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -2.2% | +5.2% | -7.5% | -2.8% |
| 30D | -13.9% | -19.3% | +5.3% | -11.8% |
| 3M | -29.2% | -22.6% | -6.6% | -28.3% |
| 6M | -36.1% | +62.8% | -98.9% | -41.4% |
| YTD | -40.2% | +68.3% | -108.5% | -45.3% |
| 1Y | -36.2% | +28.5% | -64.8% | -40.5% |
| 3Y | +47.5% | +554.0% | -506.5% | +11.3% |
| All | +40.4% | -56.2% | +96.6% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling