+45.8%
CSX vs OUST
-1.5%
+47.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.0% | +6.7% | -2.2% |
| 7D | -2.7% | -5.0% | +2.3% | -2.7% |
| 30D | +7.0% | -32.0% | +39.1% | +7.7% |
| 3M | -0.3% | -32.4% | +32.1% | +0.3% |
| 6M | +13.5% | +6.7% | +6.8% | +11.2% |
| YTD | +41.5% | +41.0% | +0.5% | +33.9% |
| 1Y | +45.8% | +18.0% | +27.8% | +40.5% |
| All | +45.8% | -1.5% | +47.3% | +40.5% |
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 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