+4.2%
D vs OUST
-62.4%
+66.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | +1.5% | +5.2% | -3.8% | +1.4% |
| 30D | -2.6% | -19.3% | +16.7% | -2.5% |
| 3M | 0.0% | -22.6% | +22.6% | 0.0% |
| 6M | +7.4% | +62.8% | -55.4% | +6.7% |
| YTD | +15.9% | +68.3% | -52.5% | +15.1% |
| 1Y | +18.1% | +28.5% | -10.4% | +17.5% |
| 3Y | +58.4% | +554.0% | -495.7% | +52.3% |
| 5Y | +5.2% | -56.2% | +61.4% | -3.5% |
| All | +4.2% | -62.4% | +66.7% | -5.3% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling