+944.8%
DELL vs OUST
-64.1%
+1,008.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.0% | -10.3% | +1.7% |
| 7D | -22.6% | +17.0% | -39.6% | -24.4% |
| 30D | -43.2% | -16.5% | -26.7% | -41.9% |
| 3M | -24.8% | -23.7% | -1.2% | -22.5% |
| 6M | +38.0% | +18.4% | +19.6% | +33.1% |
| YTD | +163.7% | +60.8% | +102.9% | +143.9% |
| 1Y | +122.5% | +44.2% | +78.3% | +107.8% |
| 3Y | +377.0% | +668.1% | -291.2% | +259.1% |
| 5Y | +542.6% | -48.8% | +591.4% | +449.6% |
| All | +944.8% | -64.1% | +1,008.9% | +792.4% |
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 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