+39.4%
CSCO vs OUST
+50.6%
-11.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -4.7% | +31.9% | -36.6% | -8.2% |
| 30D | -17.1% | -4.2% | -12.9% | -17.2% |
| 3M | -19.6% | -9.3% | -10.3% | -19.5% |
| 6M | +2.4% | +51.7% | -49.3% | -4.5% |
| YTD | +29.8% | +76.6% | -46.8% | +16.4% |
| All | +39.4% | +50.6% | -11.2% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling