-42.0%
CMCSA vs OUST
-49.4%
+7.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +4.6% | +31.9% | -27.3% | +3.4% |
| 30D | +19.8% | -4.2% | +24.0% | +19.7% |
| 3M | -0.3% | -9.3% | +9.0% | -0.3% |
| 6M | +0.3% | +51.7% | -51.4% | -3.0% |
| YTD | -6.9% | +76.6% | -83.5% | -11.3% |
| 1Y | +2.6% | +48.9% | -46.3% | -1.6% |
| 3Y | -29.0% | +675.3% | -704.3% | -41.4% |
| 5Y | -42.0% | -44.0% | +2.1% | -50.7% |
| All | -42.0% | -49.4% | +7.5% | -50.7% |
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