+183.3%
CSCO vs OUST
-65.5%
+248.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -8.5% | +2.3% | -5.7% |
| 7D | +1.9% | -3.8% | +5.7% | +2.2% |
| 30D | -15.8% | +5.1% | -20.9% | -16.2% |
| 3M | -15.4% | -25.8% | +10.4% | -14.3% |
| 6M | -5.4% | -2.0% | -3.4% | -6.4% |
| YTD | +26.5% | +54.7% | -28.3% | +21.4% |
| 1Y | +25.9% | +48.8% | -22.9% | +20.9% |
| 3Y | +97.5% | +607.8% | -510.3% | +68.2% |
| 5Y | +93.0% | -52.7% | +145.7% | +74.3% |
| All | +183.3% | -65.5% | +248.8% | +150.6% |
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 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