+102.1%
EXC vs OUST
-60.2%
+162.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.8% | -10.8% | +0.1% |
| 7D | -1.7% | +36.7% | -38.4% | -1.7% |
| 30D | +9.3% | -3.3% | +12.6% | +9.4% |
| 3M | +1.0% | -11.1% | +12.2% | +1.1% |
| 6M | +5.9% | +53.1% | -47.1% | +5.6% |
| YTD | +7.6% | +78.2% | -70.6% | +7.1% |
| 1Y | +2.4% | +50.0% | -47.6% | +2.0% |
| 3Y | +30.2% | +836.2% | -805.9% | +24.9% |
| 5Y | +41.4% | -50.0% | +91.3% | +38.1% |
| All | +102.1% | -60.2% | +162.4% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling