+691.7%
AVGO vs OUST
-56.2%
+747.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | -3.0% | +5.2% | -8.2% | -3.6% |
| 30D | -14.4% | -19.3% | +4.8% | -12.3% |
| 3M | -14.4% | -22.6% | +8.2% | -13.4% |
| 6M | +13.1% | +62.8% | -49.7% | +2.0% |
| YTD | +3.8% | +68.3% | -64.6% | -7.5% |
| 1Y | +17.8% | +28.5% | -10.8% | +6.9% |
| 3Y | +325.3% | +554.0% | -228.8% | +189.2% |
| All | +691.7% | -56.2% | +747.8% | +614.4% |
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