+57.7%
B vs OUST
-65.5%
+123.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.5% | +7.9% | -0.2% |
| 7D | -7.3% | -3.8% | -3.5% | -7.1% |
| 30D | -3.3% | +5.1% | -8.4% | -3.8% |
| 3M | -7.8% | -25.8% | +18.1% | -6.7% |
| 6M | -15.5% | -2.0% | -13.5% | -16.6% |
| YTD | -12.3% | +54.7% | -67.0% | -15.9% |
| 1Y | +5.4% | +48.8% | -43.4% | +1.1% |
| 3Y | +165.5% | +607.8% | -442.3% | +129.4% |
| 5Y | +107.0% | -52.7% | +159.7% | +84.5% |
| All | +57.7% | -65.5% | +123.2% | +43.1% |
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