+990.3%
AVGO vs OUST
-62.3%
+1,052.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.8% | +6.1% |
| 7D | +25.0% | +19.9% | +5.1% | +21.9% |
| 30D | +2.0% | +3.6% | -1.6% | +1.1% |
| 3M | -12.3% | -20.6% | +8.4% | -10.4% |
| 6M | -12.8% | +35.1% | -47.9% | -19.0% |
| YTD | +5.9% | +69.1% | -63.3% | -5.7% |
| 1Y | +3.3% | +49.9% | -46.6% | -6.6% |
| 3Y | +293.1% | +642.4% | -349.3% | +169.4% |
| 5Y | +606.7% | -48.3% | +655.0% | +491.9% |
| All | +990.3% | -62.3% | +1,052.6% | +831.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling