+68.4%
B vs OUST
-65.4%
+133.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.7% | -7.4% | +7.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +0.3% | -24.0% | +24.3% | +1.7% |
| 3M | +5.4% | -29.9% | +35.3% | +7.0% |
| 6M | +5.5% | +19.1% | -13.6% | +3.0% |
| YTD | -6.3% | +55.0% | -61.3% | -10.1% |
| 1Y | +29.4% | +21.2% | +8.2% | +25.2% |
| 3Y | +160.3% | +626.0% | -465.7% | +124.7% |
| 5Y | +144.6% | -51.6% | +196.2% | +117.9% |
| All | +68.4% | -65.4% | +133.8% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling