+938.4%
AVGO vs OUST
-65.5%
+1,003.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.5% | +3.8% | -3.6% |
| 7D | +18.2% | -3.8% | +21.9% | +18.7% |
| 30D | +0.2% | +5.1% | -4.8% | -0.7% |
| 3M | -16.8% | -25.8% | +9.0% | -14.3% |
| 6M | -16.5% | -2.0% | -14.4% | -18.8% |
| YTD | +0.8% | +54.7% | -53.9% | -9.2% |
| 1Y | +2.8% | +48.8% | -46.0% | -6.9% |
| 3Y | +278.5% | +607.8% | -329.3% | +161.3% |
| 5Y | +573.1% | -52.7% | +625.8% | +470.3% |
| All | +938.4% | -65.5% | +1,003.9% | +797.7% |
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 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