-40.2%
CMCSA vs OUST
-53.0%
+12.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.5% | +10.0% | +1.8% |
| 7D | +3.2% | -3.8% | +6.9% | +3.3% |
| 30D | +19.5% | +5.1% | +14.5% | +19.0% |
| 3M | -2.4% | -25.8% | +23.4% | -1.7% |
| 6M | +3.8% | -2.0% | +5.9% | +2.4% |
| YTD | -5.4% | +54.7% | -60.1% | -9.4% |
| 1Y | +1.1% | +48.8% | -47.7% | -3.2% |
| 3Y | -27.1% | +607.8% | -635.0% | -39.7% |
| All | -40.2% | -53.0% | +12.9% | -50.5% |
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