-13.1%
DIS vs OUST
-62.4%
+49.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | -2.6% | +5.2% | -7.8% | -3.0% |
| 30D | +3.5% | -19.3% | +22.7% | +4.9% |
| 3M | +6.8% | -22.6% | +29.5% | +6.9% |
| 6M | +3.0% | +62.8% | -59.8% | -4.3% |
| YTD | -6.7% | +68.3% | -75.1% | -14.0% |
| 1Y | -10.1% | +28.5% | -38.6% | -16.2% |
| 3Y | +33.0% | +554.0% | -521.0% | -1.3% |
| 5Y | -40.0% | -56.2% | +16.2% | -49.3% |
| All | -13.1% | -62.4% | +49.3% | -27.3% |
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