+164.7%
B vs OUST
+537.2%
-372.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +1.2% |
| 7D | +4.3% | -5.0% | +9.4% | +4.6% |
| 30D | -0.9% | -32.0% | +31.1% | +1.6% |
| 3M | -1.4% | -32.4% | +31.0% | +0.9% |
| 6M | +5.0% | +6.7% | -1.7% | +2.5% |
| YTD | -5.8% | +41.0% | -46.9% | -10.2% |
| 1Y | +25.6% | +18.0% | +7.6% | +20.6% |
| All | +164.7% | +537.2% | -372.5% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling