+53.9%
F vs OUST
-56.2%
+110.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.3% |
| 7D | +5.3% | +5.2% | +0.1% | +4.7% |
| 30D | +4.6% | -19.3% | +23.8% | +7.0% |
| 3M | -3.7% | -22.6% | +19.0% | -3.3% |
| 6M | +16.8% | +62.8% | -46.0% | +6.0% |
| YTD | +15.3% | +68.3% | -53.1% | +3.5% |
| 1Y | +31.0% | +28.5% | +2.5% | +19.6% |
| 3Y | +45.4% | +554.0% | -508.6% | -4.3% |
| All | +53.9% | -56.2% | +110.1% | +41.8% |
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