+182.4%
CSCO vs OUST
-68.5%
+251.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -9.0% | +1.4% | -7.1% |
| 7D | -11.9% | -5.0% | -6.8% | -11.6% |
| 30D | -18.8% | -32.0% | +13.2% | -17.1% |
| 3M | -21.2% | -32.4% | +11.1% | -19.7% |
| 6M | +1.9% | +6.7% | -4.8% | +0.3% |
| YTD | +26.1% | +41.0% | -15.0% | +21.8% |
| 1Y | +34.7% | +18.0% | +16.7% | +31.0% |
| 3Y | +94.0% | +560.6% | -466.6% | +66.0% |
| 5Y | +91.6% | -55.1% | +146.7% | +74.1% |
| All | +182.4% | -68.5% | +251.0% | +151.4% |
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