-44.8%
COMP vs OUST
-58.8%
+14.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.1% |
| 7D | +1.4% | +5.2% | -3.9% | +0.1% |
| 30D | -13.3% | -19.3% | +5.9% | -9.2% |
| 3M | +41.1% | -22.6% | +63.8% | +42.4% |
| 6M | +17.2% | +62.8% | -45.6% | -6.2% |
| YTD | +5.2% | +68.3% | -63.1% | -17.4% |
| 1Y | +18.9% | +28.5% | -9.6% | -4.2% |
| 3Y | +215.9% | +554.0% | -338.1% | +14.7% |
| 5Y | -31.2% | -56.2% | +25.0% | -54.3% |
| All | -44.8% | -58.8% | +14.0% | -62.6% |
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