+138.3%
F vs OUST
-65.4%
+203.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +15.7% | -12.8% | +1.2% |
| 7D | +6.0% | -0.2% | +6.2% | +5.9% |
| 30D | +4.3% | -24.0% | +28.3% | +6.9% |
| 3M | -10.1% | -29.9% | +19.8% | -7.4% |
| 6M | +12.8% | +19.1% | -6.4% | +6.3% |
| YTD | -0.1% | +55.0% | -55.1% | -9.6% |
| 1Y | +3.7% | +21.2% | -17.5% | -4.0% |
| 3Y | +42.7% | +626.0% | -583.3% | -4.7% |
| 5Y | -11.0% | -51.6% | +40.6% | -25.8% |
| All | +138.3% | -65.4% | +203.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling