-42.1%
CMCSA vs OUST
-50.0%
+7.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.4% | +0.1% |
| 7D | +2.7% | +36.7% | -34.0% | +1.5% |
| 30D | +18.6% | -3.3% | +22.0% | +18.5% |
| 3M | -1.8% | -11.1% | +9.3% | -1.8% |
| 6M | -0.7% | +53.1% | -53.7% | -4.0% |
| YTD | -7.8% | +78.2% | -86.1% | -12.1% |
| 1Y | +0.7% | +50.0% | -49.3% | -3.3% |
| 3Y | -28.0% | +836.2% | -864.1% | -41.1% |
| 5Y | -42.1% | -50.0% | +7.9% | -51.9% |
| All | -42.1% | -50.0% | +7.9% | -51.9% |
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