-1.8%
DIS vs OUST
-65.4%
+63.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +15.7% | -11.6% | +3.1% |
| 7D | +9.1% | -0.2% | +9.3% | +9.0% |
| 30D | +14.8% | -24.0% | +38.8% | +16.7% |
| 3M | +21.2% | -29.9% | +51.0% | +23.4% |
| 6M | +18.3% | +19.1% | -0.8% | +12.7% |
| YTD | +5.4% | +55.0% | -49.6% | -2.7% |
| 1Y | +8.3% | +21.2% | -12.9% | +1.7% |
| 3Y | +44.2% | +626.0% | -581.8% | +5.5% |
| 5Y | -28.0% | -51.6% | +23.7% | -39.3% |
| All | -1.8% | -65.4% | +63.6% | -17.8% |
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