+87.8%
B vs OUST
-62.4%
+150.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -1.6% | +5.2% | -6.8% | -1.9% |
| 30D | +9.4% | -19.3% | +28.7% | +10.5% |
| 3M | +5.0% | -22.6% | +27.6% | +5.3% |
| 6M | -3.5% | +62.8% | -66.3% | -7.4% |
| YTD | +4.5% | +68.3% | -63.9% | 0.0% |
| 1Y | +67.8% | +28.5% | +39.2% | +61.5% |
| 3Y | +196.7% | +554.0% | -357.3% | +156.9% |
| 5Y | +151.9% | -56.2% | +208.1% | +124.2% |
| All | +87.8% | -62.4% | +150.2% | +70.1% |
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 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