-6.8%
AVGO vs OUST
+11.1%
-17.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +15.7% | -17.7% | -4.7% |
| 7D | -7.5% | -0.2% | -7.3% | -7.6% |
| 30D | -10.2% | -24.0% | +13.8% | -6.5% |
| 3M | -22.0% | -29.9% | +7.9% | -18.3% |
| 6M | -21.6% | +19.1% | -40.7% | -28.1% |
| YTD | -5.4% | +55.0% | -60.4% | -23.0% |
| 1Y | -6.8% | +21.2% | -28.0% | -16.7% |
| All | -6.8% | +11.1% | -17.9% | -16.7% |
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