+222.2%
CSCO vs OUST
-62.4%
+284.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.1% | +0.4% |
| 7D | -0.7% | +5.2% | -5.9% | -1.0% |
| 30D | -10.1% | -19.3% | +9.1% | -9.1% |
| 3M | -15.7% | -22.6% | +7.0% | -15.2% |
| 6M | +36.3% | +62.8% | -26.5% | +31.1% |
| YTD | +43.8% | +68.3% | -24.5% | +37.8% |
| 1Y | +63.9% | +28.5% | +35.4% | +58.0% |
| 3Y | +104.4% | +554.0% | -449.7% | +74.6% |
| 5Y | +111.4% | -56.2% | +167.6% | +90.7% |
| All | +222.2% | -62.4% | +284.7% | +184.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling