+8.6%
D vs OUST
-64.1%
+72.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +14.0% | -15.5% | -1.5% |
| 7D | +3.0% | +17.0% | -14.0% | +2.9% |
| 30D | +11.5% | -16.5% | +28.0% | +11.5% |
| 3M | +3.7% | -23.7% | +27.4% | +3.8% |
| 6M | +13.5% | +18.4% | -4.8% | +13.2% |
| YTD | +20.7% | +60.8% | -40.1% | +19.9% |
| 1Y | +18.2% | +44.2% | -26.0% | +17.5% |
| 3Y | +73.3% | +668.1% | -594.8% | +66.7% |
| 5Y | +12.3% | -48.8% | +61.1% | +3.6% |
| All | +8.6% | -64.1% | +72.7% | -1.3% |
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 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