+118.0%
GOOG vs OUST
+626.4%
-508.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | -0.3% |
| 7D | +2.1% | +17.0% | -14.9% | +0.7% |
| 30D | -18.3% | -16.5% | -1.8% | -17.5% |
| 3M | -20.3% | -23.7% | +3.3% | -19.3% |
| 6M | -28.1% | +18.4% | -46.4% | -30.7% |
| YTD | -9.3% | +60.8% | -70.1% | -15.1% |
| 1Y | -0.2% | +44.2% | -44.4% | -6.1% |
| 3Y | +118.0% | +668.1% | -550.1% | +81.6% |
| All | +118.0% | +626.4% | -508.4% | +81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling