+40.1%
EXC vs OUST
-49.4%
+89.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | +0.1% | +31.9% | -31.8% | +0.1% |
| 30D | +9.0% | -4.2% | +13.2% | +9.1% |
| 3M | +3.3% | -9.3% | +12.6% | +3.3% |
| 6M | +5.7% | +51.7% | -46.0% | +5.3% |
| YTD | +7.3% | +76.6% | -69.3% | +6.8% |
| 1Y | +2.9% | +48.9% | -46.0% | +2.5% |
| 3Y | +29.3% | +675.3% | -645.9% | +23.5% |
| 5Y | +40.1% | -44.0% | +84.1% | +40.6% |
| All | +40.1% | -49.4% | +89.5% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling