+583.2%
CIEN vs OUST
-62.3%
+645.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.1% |
| 7D | +27.4% | +19.9% | +7.5% | +24.0% |
| 30D | -26.6% | +3.6% | -30.2% | -27.0% |
| 3M | -32.0% | -20.6% | -11.3% | -29.9% |
| 6M | -49.1% | +35.1% | -84.1% | -51.9% |
| YTD | +25.7% | +69.1% | -43.4% | +14.4% |
| 1Y | +40.3% | +49.9% | -9.6% | +29.4% |
| 3Y | +566.2% | +642.4% | -76.2% | +376.8% |
| 5Y | +378.7% | -48.3% | +427.0% | +304.0% |
| All | +583.2% | -62.3% | +645.5% | +476.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling