+26.0%
C vs OUST
+11.1%
+15.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.1% | +0.1% |
| 7D | +1.1% | -0.2% | +1.3% | +0.9% |
| 30D | -2.4% | -24.0% | +21.5% | -0.1% |
| 3M | -8.4% | -29.9% | +21.5% | -5.8% |
| 6M | +0.3% | +19.1% | -18.8% | -6.8% |
| YTD | +9.1% | +55.0% | -45.9% | -7.0% |
| 1Y | +26.0% | +21.2% | +4.9% | +11.4% |
| All | +26.0% | +11.1% | +15.0% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling