+10.4%
D vs OUST
-65.4%
+75.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.7% | -11.3% | +4.4% |
| 7D | +8.5% | -0.2% | +8.7% | +8.5% |
| 30D | +14.3% | -24.0% | +38.3% | +14.4% |
| 3M | +1.8% | -29.9% | +31.7% | +1.8% |
| 6M | +13.0% | +19.1% | -6.1% | +12.6% |
| YTD | +22.7% | +55.0% | -32.2% | +21.9% |
| 1Y | +22.6% | +21.2% | +1.4% | +22.0% |
| 3Y | +84.2% | +626.0% | -541.8% | +77.2% |
| 5Y | +15.8% | -51.6% | +67.4% | +6.8% |
| All | +10.4% | -65.4% | +75.8% | +0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling