-50.2%
COMP vs OUST
-62.1%
+11.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +15.7% | -8.0% | +3.9% |
| 7D | +9.5% | -0.2% | +9.7% | +9.3% |
| 30D | +8.1% | -24.0% | +32.1% | +14.5% |
| 3M | -16.3% | -29.9% | +13.6% | -10.6% |
| 6M | +42.2% | +19.1% | +23.1% | +23.1% |
| YTD | -5.0% | +55.0% | -60.0% | -25.0% |
| 1Y | +20.1% | +21.2% | -1.1% | +0.1% |
| 3Y | +358.4% | +626.0% | -267.5% | +57.3% |
| 5Y | -21.9% | -51.6% | +29.7% | -48.6% |
| All | -50.2% | -62.1% | +11.9% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling