+355.8%
CIEN vs OUST
-53.0%
+408.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -8.5% | +3.9% | -3.2% |
| 7D | +15.3% | -3.8% | +19.0% | +16.0% |
| 30D | -22.0% | +5.1% | -27.0% | -22.6% |
| 3M | -36.6% | -25.8% | -10.8% | -33.8% |
| 6M | -51.5% | -2.0% | -49.4% | -52.0% |
| YTD | +20.0% | +54.7% | -34.8% | +9.9% |
| 1Y | +44.5% | +48.8% | -4.3% | +32.9% |
| 3Y | +539.0% | +607.8% | -68.8% | +347.7% |
| All | +355.8% | -53.0% | +408.8% | +252.6% |
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