+301.4%
CIEN vs OUST
-54.9%
+356.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.6% | +3.2% |
| 7D | -24.1% | +17.0% | -41.1% | -26.1% |
| 30D | -45.5% | -16.5% | -29.0% | -44.0% |
| 3M | -39.7% | -23.7% | -16.1% | -37.4% |
| 6M | -57.8% | +18.4% | -76.2% | -59.6% |
| YTD | +4.1% | +60.8% | -56.7% | -5.3% |
| 1Y | +20.8% | +44.2% | -23.4% | +11.4% |
| 3Y | +463.1% | +668.1% | -205.0% | +289.8% |
| All | +301.4% | -54.9% | +356.3% | +231.7% |
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 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