+276.6%
C vs OUST
-62.4%
+339.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +3.6% | +5.2% | -1.6% | +3.2% |
| 30D | +0.1% | -19.3% | +19.3% | +1.7% |
| 3M | +2.4% | -22.6% | +25.1% | +2.9% |
| 6M | +24.9% | +62.8% | -37.8% | +16.3% |
| YTD | +19.8% | +68.3% | -48.5% | +10.8% |
| 1Y | +44.9% | +28.5% | +16.3% | +35.6% |
| 3Y | +263.0% | +554.0% | -291.1% | +181.9% |
| 5Y | +129.5% | -56.2% | +185.7% | +96.1% |
| All | +276.6% | -62.4% | +339.0% | +229.1% |
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