+280.7%
GOOGL vs OUST
-64.1%
+344.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.0% | -13.2% | -0.5% |
| 7D | +1.8% | +17.0% | -15.2% | +0.1% |
| 30D | -18.8% | -16.5% | -2.3% | -17.7% |
| 3M | -20.3% | -23.7% | +3.3% | -19.0% |
| 6M | -28.4% | +18.4% | -46.7% | -31.8% |
| YTD | -8.8% | +60.8% | -69.6% | -16.4% |
| 1Y | +0.3% | +44.2% | -43.9% | -7.4% |
| 3Y | +120.7% | +668.1% | -547.4% | +55.9% |
| 5Y | +93.1% | -48.8% | +142.0% | +64.5% |
| All | +280.7% | -64.1% | +344.8% | +241.6% |
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 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