+538.2%
CRWD vs OUST
-60.6%
+598.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -5.0% | +14.0% | -18.9% | -7.1% |
| 30D | -12.9% | +2.5% | -15.5% | -13.7% |
| 3M | +3.2% | -15.3% | +18.5% | +4.8% |
| 6M | +69.0% | +42.6% | +26.4% | +51.7% |
| YTD | +95.5% | +76.6% | +18.8% | +66.0% |
| 1Y | +64.6% | +54.1% | +10.5% | +42.4% |
| 3Y | +366.7% | +675.3% | -308.5% | +155.1% |
| 5Y | +226.2% | -45.1% | +271.2% | +170.3% |
| All | +538.2% | -60.6% | +598.8% | +448.8% |
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