+130.7%
C vs OUST
-56.2%
+186.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.5% |
| 7D | +3.6% | +5.2% | -1.6% | +3.1% |
| 30D | +0.1% | -19.3% | +19.3% | +1.8% |
| 3M | +2.4% | -22.6% | +25.1% | +2.9% |
| 6M | +24.9% | +62.8% | -37.8% | +15.4% |
| YTD | +19.8% | +68.3% | -48.5% | +9.9% |
| 1Y | +44.9% | +28.5% | +16.3% | +34.6% |
| 3Y | +263.0% | +554.0% | -291.1% | +172.7% |
| All | +130.7% | -56.2% | +186.8% | +112.0% |
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