+243.0%
C vs OUST
-65.4%
+308.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +15.7% | -14.1% | +0.3% |
| 7D | +1.1% | -0.2% | +1.3% | +0.9% |
| 30D | -2.4% | -24.0% | +21.5% | -0.5% |
| 3M | -8.4% | -29.9% | +21.5% | -6.2% |
| 6M | +0.3% | +19.1% | -18.8% | -4.1% |
| YTD | +9.1% | +55.0% | -45.9% | +1.1% |
| 1Y | +26.0% | +21.2% | +4.9% | +18.8% |
| 3Y | +221.2% | +626.0% | -404.8% | +147.5% |
| 5Y | +120.4% | -51.6% | +172.0% | +87.8% |
| All | +243.0% | -65.4% | +308.4% | +200.4% |
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 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