+27.7%
EXC vs OUST
+626.4%
-598.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -1.8% |
| 7D | -1.2% | +17.0% | -18.2% | -1.0% |
| 30D | +10.0% | -16.5% | +26.5% | +9.9% |
| 3M | +1.6% | -23.7% | +25.3% | +1.5% |
| 6M | +3.3% | +18.4% | -15.1% | +3.4% |
| YTD | +7.6% | +60.8% | -53.2% | +7.8% |
| 1Y | +3.5% | +44.2% | -40.7% | +3.7% |
| 3Y | +27.7% | +668.1% | -640.4% | +16.7% |
| All | +27.7% | +626.4% | -598.7% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling