+646.0%
CIEN vs OUST
-62.4%
+708.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | -15.2% | +5.2% | -20.4% | -15.8% |
| 30D | -21.5% | -19.3% | -2.2% | -19.3% |
| 3M | -40.1% | -22.6% | -17.4% | -38.8% |
| 6M | -6.6% | +62.8% | -69.3% | -13.9% |
| YTD | +37.3% | +68.3% | -31.1% | +25.0% |
| 1Y | +174.5% | +28.5% | +146.0% | +154.8% |
| 3Y | +562.3% | +554.0% | +8.2% | +377.8% |
| 5Y | +463.9% | -56.2% | +520.2% | +380.2% |
| All | +646.0% | -62.4% | +708.4% | +530.0% |
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