+222.8%
C vs OUST
+600.2%
-377.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 3M | -8.4% | -29.9% | +21.5% | -5.9% |
| 6M | +0.3% | +19.1% | -18.8% | -5.0% |
| YTD | +9.1% | +55.0% | -45.9% | -0.6% |
| 1Y | +26.0% | +21.2% | +4.9% | +17.1% |
| All | +222.8% | +600.2% | -377.4% | +134.7% |
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