-28.5%
CMCSA vs OUST
-62.3%
+33.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.4% | -0.7% |
| 7D | -0.6% | +19.9% | -20.5% | -1.3% |
| 30D | +18.8% | +3.6% | +15.2% | +18.4% |
| 3M | -1.1% | -20.6% | +19.5% | -0.7% |
| 6M | +2.5% | +35.1% | -32.5% | -0.1% |
| YTD | -6.7% | +69.1% | -75.9% | -10.6% |
| 1Y | 0.0% | +49.9% | -50.0% | -3.8% |
| 3Y | -28.9% | +642.4% | -671.3% | -39.6% |
| 5Y | -41.1% | -48.3% | +7.2% | -47.1% |
| All | -28.5% | -62.3% | +33.7% | -34.6% |
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 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