+228.7%
AXP vs OUST
-68.5%
+297.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.6% |
| 7D | +0.4% | -5.0% | +5.4% | +0.7% |
| 30D | +7.0% | -32.0% | +39.1% | +10.0% |
| 3M | -6.6% | -32.4% | +25.8% | -4.3% |
| 6M | +3.5% | +6.7% | -3.3% | -0.6% |
| YTD | -11.2% | +41.0% | -52.2% | -17.5% |
| 1Y | -10.2% | +18.0% | -28.1% | -15.5% |
| 3Y | +120.0% | +560.6% | -440.6% | +64.6% |
| 5Y | +95.6% | -55.1% | +150.7% | +64.6% |
| All | +228.7% | -68.5% | +297.3% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling