+633.1%
DELL vs OUST
-45.2%
+678.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | 0.0% | +11.8% | +11.8% |
| 7D | +0.4% | +14.0% | -13.6% | -1.6% |
| 30D | -35.1% | +2.5% | -37.7% | -35.5% |
| 3M | -15.1% | -15.3% | +0.2% | -13.5% |
| 6M | +51.7% | +42.6% | +9.1% | +42.3% |
| YTD | +200.0% | +76.6% | +123.4% | +170.9% |
| 1Y | +172.1% | +54.1% | +118.1% | +149.3% |
| 3Y | +431.2% | +675.3% | -244.0% | +282.7% |
| 5Y | +633.1% | -45.1% | +678.2% | +568.5% |
| All | +633.1% | -45.2% | +678.3% | +568.5% |
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