+465.6%
CIEN vs OUST
-64.1%
+529.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.6% | +3.4% |
| 7D | -24.1% | +17.0% | -41.1% | -26.0% |
| 30D | -45.5% | -16.5% | -29.0% | -44.1% |
| 3M | -39.7% | -23.7% | -16.1% | -37.5% |
| 6M | -57.8% | +18.4% | -76.2% | -59.5% |
| YTD | +4.1% | +60.8% | -56.7% | -4.6% |
| 1Y | +20.8% | +44.2% | -23.4% | +12.0% |
| 3Y | +463.1% | +668.1% | -205.0% | +301.8% |
| 5Y | +302.3% | -48.8% | +351.1% | +240.8% |
| All | +465.6% | -64.1% | +529.8% | +380.7% |
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 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