+856.0%
AVGO vs OUST
-60.2%
+916.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +10.8% | -2.1% | +7.4% |
| 7D | -0.9% | +36.7% | -37.5% | -5.0% |
| 30D | -11.6% | -3.3% | -8.3% | -11.6% |
| 3M | -25.2% | -11.1% | -14.0% | -24.7% |
| 6M | -25.4% | +53.1% | -78.5% | -31.8% |
| YTD | -7.2% | +78.2% | -85.4% | -17.9% |
| 1Y | -7.9% | +50.0% | -57.9% | -16.8% |
| 3Y | +262.1% | +836.2% | -574.1% | +141.6% |
| 5Y | +525.7% | -50.0% | +575.7% | +424.0% |
| All | +856.0% | -60.2% | +916.3% | +711.7% |
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