-30.4%
AZO vs OUST
+34.0%
-64.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -0.9% |
| 7D | -0.5% | +12.7% | -13.2% | 0.0% |
| 30D | -5.6% | -13.6% | +8.0% | -6.1% |
| 3M | -4.0% | -8.3% | +4.3% | -3.4% |
| 6M | -18.9% | +85.0% | -103.9% | -16.5% |
| YTD | -13.0% | +73.2% | -86.2% | -10.5% |
| 1Y | -30.4% | +32.5% | -62.9% | -28.9% |
| All | -30.4% | +34.0% | -64.4% | -28.9% |
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