+40.6%
GLW vs OUST
+11.1%
+29.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +15.7% | -21.6% | -11.7% |
| 7D | -9.5% | -0.2% | -9.3% | -10.2% |
| 30D | -25.5% | -24.0% | -1.5% | -18.1% |
| 3M | -25.6% | -29.9% | +4.3% | -16.3% |
| 6M | -25.5% | +19.1% | -44.6% | -30.2% |
| YTD | +36.4% | +55.0% | -18.6% | +13.9% |
| 1Y | +40.6% | +21.2% | +19.4% | +24.7% |
| All | +40.6% | +11.1% | +29.5% | +24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling