+236.4%
AXP vs OUST
-65.4%
+301.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +15.7% | -13.6% | +0.9% |
| 7D | +4.6% | -0.2% | +4.8% | +4.5% |
| 30D | +9.7% | -24.0% | +33.7% | +11.8% |
| 3M | -3.8% | -29.9% | +26.1% | -1.7% |
| 6M | +4.8% | +19.1% | -14.3% | -0.2% |
| YTD | -9.1% | +55.0% | -64.1% | -16.2% |
| 1Y | -6.7% | +21.2% | -27.9% | -12.4% |
| 3Y | +125.2% | +626.0% | -500.8% | +67.2% |
| 5Y | +105.0% | -51.6% | +156.6% | +71.3% |
| All | +236.4% | -65.4% | +301.9% | +189.8% |
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 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