+135.7%
F vs OUST
-68.5%
+204.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -0.1% |
| 7D | +1.4% | -5.0% | +6.4% | +1.7% |
| 30D | +2.0% | -32.0% | +34.1% | +5.8% |
| 3M | -10.4% | -32.4% | +22.0% | -7.4% |
| 6M | +9.7% | +6.7% | +3.0% | +4.6% |
| YTD | -1.2% | +41.0% | -42.2% | -9.7% |
| 1Y | 0.0% | +18.0% | -17.9% | -7.1% |
| 3Y | +41.1% | +560.6% | -519.5% | -4.8% |
| 5Y | -11.4% | -55.1% | +43.7% | -25.5% |
| All | +135.7% | -68.5% | +204.2% | +106.9% |
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