+122.5%
DELL vs OUST
+32.6%
+90.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.0% | -10.3% | -0.4% |
| 7D | -22.6% | +17.0% | -39.6% | -26.4% |
| 30D | -43.2% | -16.5% | -26.7% | -40.6% |
| 3M | -24.8% | -23.7% | -1.2% | -20.3% |
| 6M | +38.0% | +18.4% | +19.6% | +28.9% |
| YTD | +163.7% | +60.8% | +102.9% | +124.2% |
| 1Y | +122.5% | +44.2% | +78.3% | +95.5% |
| All | +122.5% | +32.6% | +90.0% | +95.5% |
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