+281.1%
GOOG vs OUST
-60.2%
+341.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.8% | -10.1% | -0.3% |
| 7D | +2.9% | +36.7% | -33.8% | -0.3% |
| 30D | -17.8% | -3.3% | -14.4% | -17.9% |
| 3M | -19.0% | -11.1% | -7.9% | -18.9% |
| 6M | -27.9% | +53.1% | -80.9% | -32.9% |
| YTD | -8.7% | +78.2% | -86.9% | -17.1% |
| 1Y | +2.5% | +50.0% | -47.5% | -5.7% |
| 3Y | +119.2% | +836.2% | -716.9% | +51.7% |
| 5Y | +93.4% | -50.0% | +143.4% | +63.2% |
| All | +281.1% | -60.2% | +341.3% | +236.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling