-10.2%
AXP vs OUST
-1.5%
-8.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -1.8% |
| 7D | +0.4% | -5.0% | +5.4% | +0.6% |
| 30D | +7.0% | -32.0% | +39.1% | +9.3% |
| 3M | -6.6% | -32.4% | +25.8% | -4.8% |
| 6M | +3.5% | +6.7% | -3.3% | -1.8% |
| YTD | -11.2% | +41.0% | -52.2% | -19.9% |
| 1Y | -10.2% | +18.0% | -28.1% | -16.9% |
| All | -10.2% | -1.5% | -8.6% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling