+34.0%
CSCO vs OUST
+32.6%
+1.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -3.7% |
| 7D | -10.2% | +17.0% | -27.2% | -12.2% |
| 30D | -20.1% | -16.5% | -3.6% | -18.7% |
| 3M | -22.4% | -23.7% | +1.3% | -20.6% |
| 6M | +2.8% | +18.4% | -15.6% | -1.7% |
| YTD | +23.6% | +60.8% | -37.2% | +12.4% |
| 1Y | +34.0% | +44.2% | -10.2% | +22.6% |
| All | +34.0% | +32.6% | +1.5% | +22.6% |
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 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