+536.8%
CRWD vs OUST
-60.2%
+597.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +10.8% | -5.5% | +3.6% |
| 7D | -5.5% | +36.7% | -42.1% | -10.6% |
| 30D | -16.9% | -3.3% | -13.6% | -16.9% |
| 3M | +6.6% | -11.1% | +17.7% | +7.3% |
| 6M | +73.2% | +53.1% | +20.2% | +53.7% |
| YTD | +95.1% | +78.2% | +16.8% | +65.4% |
| 1Y | +69.4% | +50.0% | +19.4% | +47.2% |
| 3Y | +379.3% | +836.2% | -456.9% | +151.0% |
| 5Y | +211.9% | -50.0% | +261.8% | +162.2% |
| All | +536.8% | -60.2% | +597.1% | +446.8% |
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