+70.2%
B vs OUST
-64.1%
+134.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -0.3% |
| 7D | +9.6% | +17.0% | -7.4% | +8.5% |
| 30D | +3.5% | -16.5% | +20.0% | +4.3% |
| 3M | -1.6% | -23.7% | +22.1% | -0.6% |
| 6M | -1.7% | +18.4% | -20.0% | -4.1% |
| YTD | -5.3% | +60.8% | -66.1% | -9.4% |
| 1Y | +27.2% | +44.2% | -17.0% | +22.1% |
| 3Y | +166.1% | +668.1% | -502.0% | +129.0% |
| 5Y | +136.5% | -48.8% | +185.3% | +110.0% |
| All | +70.2% | -64.1% | +134.3% | +54.1% |
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