+14.0%
D vs OUST
-56.4%
+70.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.0% | +8.8% | -0.1% |
| 7D | +6.9% | -5.0% | +12.0% | +7.0% |
| 30D | +12.3% | -32.0% | +44.4% | +12.6% |
| 3M | +3.0% | -32.4% | +35.4% | +3.2% |
| 6M | +12.8% | +6.7% | +6.1% | +12.1% |
| YTD | +22.6% | +41.0% | -18.5% | +21.1% |
| 1Y | +21.7% | +18.0% | +3.7% | +20.5% |
| 3Y | +83.9% | +560.6% | -476.7% | +71.4% |
| 5Y | +14.0% | -55.1% | +69.1% | +3.1% |
| All | +14.0% | -56.4% | +70.4% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling