+190.7%
CSCO vs OUST
-60.6%
+251.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.7% | +31.9% | -36.6% | -6.4% |
| 30D | -17.1% | -4.2% | -12.9% | -17.1% |
| 3M | -19.6% | -9.3% | -10.3% | -19.5% |
| 6M | +2.4% | +51.7% | -49.3% | -1.2% |
| YTD | +29.8% | +76.6% | -46.8% | +23.5% |
| 1Y | +38.7% | +48.9% | -10.2% | +32.8% |
| 3Y | +101.3% | +675.3% | -573.9% | +70.4% |
| 5Y | +94.8% | -44.0% | +138.9% | +74.5% |
| All | +190.7% | -60.6% | +251.3% | +155.0% |
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