+132.6%
GOOG vs OUST
-56.2%
+188.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.2% |
| 7D | -2.1% | +5.2% | -7.4% | -2.7% |
| 30D | -6.8% | -19.3% | +12.4% | -5.1% |
| 3M | -9.1% | -22.6% | +13.6% | -8.6% |
| 6M | +10.7% | +62.8% | -52.1% | +1.8% |
| YTD | +7.1% | +68.3% | -61.3% | -2.5% |
| 1Y | +44.6% | +28.5% | +16.1% | +33.5% |
| 3Y | +147.4% | +554.0% | -406.6% | +71.5% |
| All | +132.6% | -56.2% | +188.8% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling