+8.0%
AVGO vs OUST
+53.2%
-45.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.2% | +9.8% | +6.3% |
| 7D | +25.0% | +19.9% | +5.1% | +20.7% |
| 30D | +2.0% | +3.6% | -1.6% | +0.7% |
| 3M | -12.3% | -20.6% | +8.4% | -10.0% |
| 6M | -12.8% | +35.1% | -47.9% | -21.9% |
| YTD | +5.9% | +69.1% | -63.3% | -16.7% |
| All | +8.0% | +53.2% | -45.2% | -13.9% |
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