+228.9%
AXP vs OUST
-62.4%
+291.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | -2.1% | +5.2% | -7.3% | -2.5% |
| 30D | -6.5% | -19.3% | +12.7% | -5.1% |
| 3M | +4.6% | -22.6% | +27.3% | +4.9% |
| 6M | +5.4% | +62.8% | -57.4% | -2.3% |
| YTD | -11.1% | +68.3% | -79.5% | -18.2% |
| 1Y | -0.3% | +28.5% | -28.8% | -7.1% |
| 3Y | +111.6% | +554.0% | -442.5% | +59.0% |
| 5Y | +117.6% | -56.2% | +173.8% | +82.9% |
| All | +228.9% | -62.4% | +291.4% | +182.9% |
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 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