+241.9%
AVGO vs OUST
+537.2%
-295.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -9.0% | -1.4% | -9.1% |
| 7D | -15.5% | -5.0% | -10.5% | -14.9% |
| 30D | -22.4% | -32.0% | +9.6% | -18.2% |
| 3M | -30.2% | -32.4% | +2.2% | -26.7% |
| 6M | -31.6% | +6.7% | -38.3% | -34.9% |
| YTD | -15.3% | +41.0% | -56.3% | -23.9% |
| 1Y | -18.2% | +18.0% | -36.2% | -24.7% |
| All | +241.9% | +537.2% | -295.3% | +127.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling