+35.4%
GLW vs OUST
+46.4%
-11.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.9% |
| 7D | +15.5% | +19.9% | -4.4% | +7.3% |
| 30D | -19.6% | +3.6% | -23.1% | -21.7% |
| 3M | -28.5% | -20.6% | -7.9% | -23.0% |
| 6M | -39.5% | +35.1% | -74.6% | -45.9% |
| YTD | +37.2% | +69.1% | -31.9% | +7.8% |
| 1Y | +35.4% | +49.9% | -14.5% | +11.5% |
| All | +35.4% | +46.4% | -11.0% | +11.5% |
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