+1,564.6%
DELL vs OUST
-62.4%
+1,627.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.3% |
| 3M | +24.4% | -22.6% | +47.0% | +26.7% |
| 6M | +258.0% | +62.8% | +195.2% | +232.8% |
| YTD | +320.2% | +68.3% | +251.8% | +287.3% |
| 1Y | +319.1% | +28.5% | +290.5% | +292.3% |
| 3Y | +706.5% | +554.0% | +152.5% | +513.2% |
| 5Y | +1,071.9% | -56.2% | +1,128.1% | +906.1% |
| All | +1,564.6% | -62.4% | +1,627.0% | +1,317.0% |
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