+15.9%
D vs OUST
+40.1%
-24.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.7% | -0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -1.5% |
| 30D | +7.7% | +5.1% | +2.7% | +8.1% |
| 3M | -0.3% | -25.8% | +25.5% | -1.0% |
| 6M | +10.1% | -2.0% | +12.1% | +11.7% |
| YTD | +19.1% | +54.7% | -35.6% | +23.7% |
| 1Y | +15.9% | +48.8% | -32.9% | +20.0% |
| All | +15.9% | +40.1% | -24.2% | +20.0% |
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 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