+119.7%
B vs OUST
-45.2%
+164.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -6.0% |
| 7D | +7.1% | +31.9% | -24.8% | +5.1% |
| 30D | -3.3% | -4.2% | +0.9% | -3.4% |
| 3M | -2.5% | -9.3% | +6.7% | -2.5% |
| 6M | -7.2% | +51.7% | -58.9% | -11.1% |
| YTD | -7.4% | +76.6% | -84.0% | -12.4% |
| 1Y | +16.4% | +48.9% | -32.5% | +10.8% |
| 3Y | +178.7% | +675.3% | -496.5% | +133.0% |
| All | +119.7% | -45.2% | +164.9% | +95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling