+1,085.7%
DELL vs OUST
-56.2%
+1,141.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +14.9% | +5.2% | +9.7% | +14.2% |
| 30D | +13.3% | -19.3% | +32.5% | +16.5% |
| 3M | +24.4% | -22.6% | +47.0% | +26.8% |
| 6M | +258.0% | +62.8% | +195.2% | +230.4% |
| YTD | +320.2% | +68.3% | +251.8% | +284.1% |
| 1Y | +319.1% | +28.5% | +290.5% | +289.6% |
| 3Y | +706.5% | +554.0% | +152.5% | +494.5% |
| All | +1,085.7% | -56.2% | +1,141.9% | +979.5% |
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 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