+40.0%
GLW vs OUST
+40.1%
-0.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.5% | +4.2% | -1.0% |
| 7D | +7.7% | -3.8% | +11.5% | +9.4% |
| 30D | -18.8% | +5.1% | -23.9% | -21.4% |
| 3M | -27.7% | -25.8% | -1.9% | -20.2% |
| 6M | -44.4% | -2.0% | -42.4% | -44.7% |
| YTD | +31.3% | +54.7% | -23.4% | +8.4% |
| 1Y | +40.0% | +48.8% | -8.8% | +15.6% |
| All | +40.0% | +40.1% | -0.1% | +15.6% |
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