+388.0%
DELL vs OUST
+594.6%
-206.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -8.5% | +1.3% | -5.5% |
| 7D | +4.9% | -3.8% | +8.6% | +5.7% |
| 30D | -32.1% | +5.1% | -37.1% | -32.8% |
| 3M | -30.2% | -25.8% | -4.4% | -26.8% |
| 6M | +41.7% | -2.0% | +43.7% | +39.6% |
| YTD | +176.6% | +54.7% | +121.9% | +150.2% |
| 1Y | +159.9% | +48.8% | +111.1% | +136.1% |
| 3Y | +388.0% | +607.8% | -219.8% | +272.4% |
| All | +388.0% | +594.6% | -206.6% | +272.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling