-29.2%
CMCSA vs OUST
+554.0%
-583.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.6% |
| 7D | -2.1% | +5.2% | -7.3% | -2.2% |
| 30D | +7.0% | -19.3% | +26.3% | +7.5% |
| 3M | +15.1% | -22.6% | +37.7% | +15.2% |
| 6M | -15.4% | +62.8% | -78.1% | -17.7% |
| YTD | -1.9% | +68.3% | -70.2% | -5.0% |
| 1Y | -12.7% | +28.5% | -41.3% | -15.0% |
| All | -29.2% | +554.0% | -583.2% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling