+969.0%
AVGO vs OUST
-62.4%
+1,031.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -14.4% | -22.6% | +8.2% | -13.5% |
| 6M | +13.1% | +62.8% | -49.7% | +2.5% |
| YTD | +3.8% | +68.3% | -64.6% | -7.0% |
| 1Y | +17.8% | +28.5% | -10.8% | +7.5% |
| 3Y | +325.3% | +554.0% | -228.8% | +195.6% |
| 5Y | +689.9% | -56.2% | +746.1% | +573.3% |
| All | +969.0% | -62.4% | +1,031.5% | +819.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling