+474.0%
AVGO vs OUST
-49.1%
+523.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -1.2% |
| 7D | -9.9% | +17.0% | -26.9% | -12.1% |
| 30D | -22.0% | -16.5% | -5.5% | -20.4% |
| 3M | -30.0% | -23.7% | -6.4% | -28.2% |
| 6M | -30.7% | +18.4% | -49.1% | -34.9% |
| YTD | -14.7% | +60.8% | -75.5% | -24.0% |
| 1Y | -16.8% | +44.2% | -61.0% | -24.9% |
| 3Y | +244.4% | +668.1% | -423.7% | +129.0% |
| All | +474.0% | -49.1% | +523.1% | +415.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling