+43.6%
GOOG vs OUST
+34.0%
+9.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | +1.1% | +12.7% | -11.6% | +0.1% |
| 30D | -5.1% | -13.6% | +8.6% | -4.1% |
| 3M | -7.1% | -8.3% | +1.2% | -8.0% |
| 6M | +12.7% | +85.0% | -72.3% | +2.7% |
| YTD | +7.1% | +73.2% | -66.2% | -1.9% |
| 1Y | +43.6% | +32.5% | +11.1% | +31.8% |
| All | +43.6% | +34.0% | +9.6% | +31.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling