+97.9%
DD vs OUST
-62.4%
+160.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -3.5% | +5.2% | -8.7% | -3.9% |
| 30D | -10.3% | -19.3% | +8.9% | -8.9% |
| 3M | -7.5% | -22.6% | +15.1% | -7.2% |
| 6M | -8.0% | +62.8% | -70.8% | -13.8% |
| YTD | +10.5% | +68.3% | -57.9% | +2.8% |
| 1Y | +38.3% | +28.5% | +9.7% | +29.9% |
| 3Y | +42.5% | +554.0% | -511.6% | +10.1% |
| 5Y | +60.2% | -56.2% | +116.4% | +38.2% |
| All | +97.9% | -62.4% | +160.4% | +69.4% |
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