-29.7%
CMCSA vs OUST
-64.1%
+34.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.3% | -2.7% |
| 7D | +5.0% | +17.0% | -12.0% | +4.4% |
| 30D | +16.5% | -16.5% | +33.0% | +17.0% |
| 3M | -1.6% | -23.7% | +22.1% | -1.0% |
| 6M | -5.0% | +18.4% | -23.4% | -7.1% |
| YTD | -8.3% | +60.8% | -69.1% | -11.9% |
| 1Y | +0.4% | +44.2% | -43.8% | -3.3% |
| 3Y | -31.0% | +668.1% | -699.1% | -41.6% |
| 5Y | -42.5% | -48.8% | +6.3% | -48.4% |
| All | -29.7% | -64.1% | +34.4% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling