+104.4%
CSX vs OUST
-62.4%
+166.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | -3.4% | +5.2% | -8.6% | -3.6% |
| 30D | -3.1% | -19.3% | +16.2% | -2.3% |
| 3M | +7.2% | -22.6% | +29.8% | +7.3% |
| 6M | +16.2% | +62.8% | -46.6% | +11.4% |
| YTD | +37.5% | +68.3% | -30.8% | +31.3% |
| 1Y | +53.2% | +28.5% | +24.7% | +47.2% |
| 3Y | +68.2% | +554.0% | -485.8% | +41.4% |
| 5Y | +65.2% | -56.2% | +121.4% | +49.1% |
| All | +104.4% | -62.4% | +166.9% | +84.0% |
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