+570.0%
AVGO vs OUST
-53.0%
+623.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -8.5% | +3.8% | -3.6% |
| 7D | +18.2% | -3.8% | +21.9% | +18.8% |
| 30D | +0.2% | +5.1% | -4.8% | -0.8% |
| 3M | -16.8% | -25.8% | +9.0% | -14.2% |
| 6M | -16.5% | -2.0% | -14.4% | -19.0% |
| YTD | +0.8% | +54.7% | -53.9% | -9.8% |
| 1Y | +2.8% | +48.8% | -46.0% | -7.5% |
| 3Y | +278.5% | +607.8% | -329.3% | +154.5% |
| All | +570.0% | -53.0% | +623.1% | +505.8% |
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