-18.0%
DOW vs OUST
-62.4%
+44.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.1% |
| 7D | -2.4% | +5.2% | -7.6% | -2.7% |
| 30D | +0.4% | -19.3% | +19.6% | +1.5% |
| 3M | -14.4% | -22.6% | +8.2% | -14.4% |
| 6M | -7.0% | +62.8% | -69.8% | -12.7% |
| YTD | +30.2% | +68.3% | -38.1% | +21.4% |
| 1Y | +29.2% | +28.5% | +0.7% | +22.0% |
| 3Y | -36.7% | +554.0% | -590.7% | -49.5% |
| 5Y | -37.7% | -56.2% | +18.5% | -45.4% |
| All | -18.0% | -62.4% | +44.4% | -28.5% |
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 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