+47.6%
EXC vs OUST
-56.2%
+103.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.7% | -1.1% |
| 7D | +0.3% | +5.2% | -4.9% | +0.3% |
| 30D | -3.7% | -19.3% | +15.5% | -3.7% |
| 3M | -1.3% | -22.6% | +21.4% | -1.3% |
| 6M | -9.7% | +62.8% | -72.5% | -10.2% |
| YTD | +2.9% | +68.3% | -65.5% | +2.3% |
| 1Y | +4.4% | +28.5% | -24.2% | +3.9% |
| 3Y | +22.2% | +554.0% | -531.8% | +16.7% |
| All | +47.6% | -56.2% | +103.8% | +45.4% |
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