+436.4%
CIEN vs OUST
-68.5%
+504.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -9.0% | -6.2% | -13.9% |
| 7D | -34.0% | -5.0% | -28.9% | -33.5% |
| 30D | -48.0% | -32.0% | -15.9% | -45.0% |
| 3M | -43.5% | -32.4% | -11.2% | -40.4% |
| 6M | -57.6% | +6.7% | -64.3% | -58.6% |
| YTD | -1.3% | +41.0% | -42.3% | -7.7% |
| 1Y | +17.9% | +18.0% | -0.1% | +12.3% |
| 3Y | +425.8% | +560.6% | -134.8% | +283.4% |
| 5Y | +281.5% | -55.1% | +336.6% | +229.6% |
| All | +436.4% | -68.5% | +504.9% | +365.0% |
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